Credit risk
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
How banks are using AI assistants for credit risk model validation
Crisis? Which crisis? How ECB stress test failed to see Strait
Investigating the relationship between liquidity creation and credit risk, with the moderating role of loan concentration: Islamic versus conventional banks in Pakistan and Malaysia
Private credit disclosures leave more questions than answers
Muddled metrics and scattergun reporting hinder comparison of US lenders
Europe’s next chore: cleaning a floor made messy by the US
Rejection of Basel III’s output floor leaves EU with some difficult decisions to make
EU weighs response to US dropping Basel capital floors
European regulators assessing whether US proposal amounts to a “substantial” deviation
The creation, credit risk and performance of fintech credit: peer-to-peer lending in Canada
The author analyzes the trade-off between credit risk and financial performance within the Canadian peer-to-peer lending market, examining how borrower characteristics and platform-assigned credit grades influence loan survival outcomes.
In simplifying credit risk models, EBA could compound capital costs
Skipping hard yards of internal ratings-based approach might trip higher capital charges and implementation costs
FSB warns of ‘circles of risks’ in bank risk transfer deals
Credit lines, portfolio financing and NAV facilities for private credit funds could rebound on banks
Change fatigue could dim EBA’s credit risk simplicity drive
Revisions may be kept to a minimum as short-term implementation burden weighs on banks
SRT issuance hits €260bn as capital relief grows
Banks cut capital ratios by over 40bp on average via SRT deals, BIS research shows
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.
UK rethinking tougher capital rules for US bank subsidiaries
US endgame draft would trigger UK Basel III trap floor for foreign banks, but PRA is reviewing
Wells Fargo tops US banks’ financing of private credit
Bank reports $71bn in loans and commitments, but reporting differences cloud comparisons
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
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