Niche lenders brace for Basel

Data

Last year, a consortium of leading project finance lenders and Standard & Poor’s Risk Solutions, the rating agency’s consulting division, teamed up to tackle a looming problem for niche lenders: where to get adequate expected-loss data to qualify for the advanced internal ratings-based (IRB) approach under the Basel II capital Accord?
In recent years, with the aid of consultants and national banking associations, banks have been collecting and validating expected-loss data for their commercial

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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