Credit risk
A novel budget-based C+SVM model for credit risk prediction
The authors propose a modified support vector machine model based on load budget with which to predict credit risk.
US blows the floors off Basel III
Barr criticises “downward deviations” in US rule; Bowman rejects “blind adherence” to global standards
CRO view: Emerging risks in the age of AI
The risk agenda is shifting beyond market and credit volatility towards operational resilience, AI governance and culture
CDS financials index to relaunch – minus big bank names
Revamped index drops G-Sibs and adds BDCs, but questions remain around use cases
Nykredit retail banking risk-weight hits nine-year high
Retail banking risk-weight jumps to 46%, second only to commercial
FHLB Cincinnati explores AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
Vendor spotlight: Credit risk management solutions, 2025
Crisil has adopted a platform strategy that brings together its full suite of credit risk, analytics and regulatory capabilities
Mob rule: populism’s rise pits banks against the people
Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Eurex looks to shine ‘more light’ on off-book liquidity
Block order book initiative to aid price discovery slated for later this year
Italy’s spread problem is not (always) a credit story
Occasional doubts over Italy’s role in the monetary union adds political risk premium, argues economist
Itaú Unibanco capital ratio slides ahead of Brazil tax shift
Capital distributions drag CET1 lower as higher RWAs also bite
Podcast: Pietro Rossi on credit ratings and volatility models
Stochastic approaches and calibration speed improve established models in credit and equity
Bridging credit transitions and spread dynamics
A fast-to-calibrate model to simulate a credit rating transition matrix is presented
Crisis-era CDO protection keeps on giving for Athene
Apollo-owned insurer still sees payments from sold CDS protection on a 2006 synthetic resecuritisation
PNC emerges as top regional player in private credit
Lender ranks second only to Bank of America for loans to business credit intermediaries
How geopolitical risk turned into a systemic stress test
Conflict over resources is reshaping markets in a way that goes beyond occasional risk premia
Credit risk meets insurance risk: a unified framework
Extending the influential CreditRisk+ model for portfolio credit risk modeling, the authors propose adding a continuous-time extension to the model.
RBC books C$984m soured-loan PCLs as tariff uncertainty persists
Set-asides run at elevated rate for yet another quarter
China, US banks show highest global RWA density
American Express leads with risk density over 70%, ahead of Capital One and Truist
Analysts dismiss BDC credit quality concerns
Growing private credit worries helped drive losses, but fundamentals are said not to support that view