Credit pricing
The impact of Basel III on bank capital and credit: the Fitch Ratings view
With Europe and the US scheduled to go live with Basel III implementation from 2025, Monsur Hussain, head of financial institutions research, and Christian Scarafia, head of northern European bank ratings, at Fitch Ratings, discuss the impact and…
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