Credit pricing
Analysts dismiss BDC credit quality concerns
Growing private credit worries helped drive losses, but fundamentals are said not to support that view
EU banks toughen terms for OTC trades – ECB
Credit conditions for SFT and OTC derivatives tightened over past three months
OK, computer? Hurdles remain for machine learning in credit risk
Concerns over cost, applicability and oversight give pause to banks’ use of ML techniques in credit risk
FVA for general instruments
Alexander Antonov, Bianchetti and Mihai develop a universal and efficient approach to numerical FVA calculation
Technology: Cloud on the horizon?
Cloud on the horizon?
South African banks grumble over credit pricing discrepancies
To charge, or not to charge?
Australian superannuation funds holding operational risk reserves
An Australian study by Mercer says 75% of super funds hold op risk reserves
Banks call for Basel III rewrite as QIS exercise ends
The industry hopes the impact study will lead to a rewrite of proposed new rules on capital, liquidity and leverage.
Equity to credit pricing
Default models