Credit risk
Identifying supply chain credit risk in China’s textile industry using an ensemble explainable artificial intelligence model
The authors focus on data mining of financial credit risk information and knowledge in the supply chain from the perspective of explainable artificial intelligence to address credit risk identification in supply chain enterprises.
The ECB’s geopolitical stress test needs a price
Only a market can say how much it should cost to insure against losses from a geopolitical risk event, and none exists, argues academic
The evolution of stress testing: unlock one integrated balance sheet
Stress-testing moves from a periodic regulatory exercise to a continuous, strategic discipline that asks: how bad can it get – and do we have a plan to survive it?
HSBC’s higher-risk NBFI loans nearly double
Stage 2 exposures rise 81% as an additional $1.8bn crosses quantitative risk thresholds
Europe’s banks can’t agree on how to fix the output floor
Some want market risk excluded, while others push for greater savings from credit modelling
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
Private credit risk doesn’t have to be systemic to be serious
Risk management leader outlines three cracks in the consensus that risk in the private credit sector is contained
Huntington non-performing asset ratio hit highest since 2020
Non-accrual commercial and industrial loans rise 20% to record $986 million
Qatar National Bank write-offs hit $1.8bn in Q2
Stage 3 clean-up eclipses previous quarterly high set at end-2025
Quantification of margin of conservatism category C: correlations and quantification levels
The author suggests means for margin of conservatism type C quantification of overlapping one-year default rates and approximate the confidence level for MoC C quantification at grade level.
SEB model shifts nearly treble standardised RWAs
Baltic portfolio transfer lifts credit RWAs and shaves 16bp from CET1 ratio
Fourth-trigger CDS market weighs going blind
Dealers see benefit of undisclosed, replenishable pools – but not everyone is convinced
Bank loan credit risk pooling: risk diversification versus the moral hazard problem
This paper offers a credit risk pooling arrangement which negates the moral hazard problem and improves the risk-return profiles of participating banks.
Bowman shuns CECL. Friends say it just needs a little help
How far should FASB go in reforming credit-loss accounting rules?
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
AI agents could become credit risk managers… almost
Risk Live: Bankers say credit stress-testing could be automated, but humans remain accountable
Credit data provider of the year: Moody’s
As financial institutions seek faster, more contextualised credit insights, Moody’s has combined proprietary datasets, domain expertise and agentic AI to help clients make more informed risk decisions
Banks demand look-through on private credit lending
Risk Live: Risk managers say they need to see underlying loans before lending to funds
Asian banks may need to step up Hormuz-related credit provisions
Regional banks were slow to respond in the first quarter, but the crisis isn’t going away quickly
BDC bank borrowing capacity rebounds after multi-year slide
The 20 largest BDCs added $11 billion in bank commitments in Q1, despite recent scrutiny
Everything is connected: Santander’s US CRO shuns siloed thinking
Rise of AI intensifies links between fraud, cyber, third-party and other operational risk categories