Credit cycle
CECL models may leave banks ill-prepared for next downturn
Mortgage backtest study shows some loan-loss models miss the mark
Impairment charge up 58% at BBVA
Write-offs and higher provisions take big bite out of bank’s income
Credit model update holds down loss provisions at Deutsche
German lender saved €167 million through model refinements
Denmark, Slovakia hike countercyclical buffers
Eight countries have increased their CCyB year-to-date
At large US banks, credit loss reserves up 12% in Q3
JP Morgan took $1.5 billion of provisions in the third quarter alone
Credit loss provisions at US G-Sibs 14% lower in Q2
PCLs total $4.8 billion at end-June
Darker credit forecast forces Deutsche’s PCLs up to €161m
Provisions for credit losses rise from €94m in the year-ago quarter
Capital One shrinks credit-loss provisions by 21%
Provisions in Q2 2019 took 23% bite out of the bank's $5.7 billion revenues
Citi loan-loss provisions build to $2.1bn
Credit reserve ramp up pushes PLLs higher
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
Double jeopardy: CCAR and the countercyclical buffer
Some US regulators want to hike capital while times are good; banks say Fed’s stress test already does
At US G-Sibs, loan-loss reserves hit $5.6 billion in Q1
Wells Fargo’s PCLs climb 62% quarter-on-quarter
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
AIIB risk chief on steering China’s World Bank rival
Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
CLO scare: could rated tranches see losses?
Structures are more solid, but loans are dicier, and recovery rates may be disintegrating