Credit risk
How Basel III endgame will reshape banks’ business mix
B3E will affect portfolio focus and client strategy, says capital risk strategist
Popular sees highest NPL inflow since 2012
Telecoms and hotel loans behind $242 million in new NPLs in Q3
Fitch Solutions Toolkit for Credit Risk Leaders: enhancing credit risk management, mitigation and strategic decision-making
The Fitch Solutions Toolkit for Credit Risk Leaders is a practical guide to enhancing visibility, agility and control across the credit risk workflow
CLO market dismisses First Brands contagion worries
But investors say larger concerns remain for the product’s riskiest tranches
Has the Collins Amendment reached its endgame?
Scott Bessent wants to end the dual capital stack. How that would work in practice remains unclear
US banks’ CRE lending hits record in H1 despite sector stress
Smaller lenders drive $32 billion increase ahead of new regional losses
Basel III reforms expected to lift large bank capital requirements by 2.1%
Latest BCBS analysis highlights increased capital needs from the output floor
Stifel tops US banks in CLO concentration
$6.5bn CLO book equals over 15% of assets – triple the next US bank
Hang Seng impaired loans surge past $7bn ahead of HSBC buyout
Residential mortgage impairments up 73% as CRE bad loans double
BoE plans system-wide test on private credit risks
Bank aims to probe market after First Brands and Tricolor collapses raise alarms about subprime lending
First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
Basel III adoption gap widens as Turkey and India stall
With just a third of jurisdictions fully compliant, progress on the post-crisis banking reforms remains uneven worldwide
Vendor spotlight: Credit risk management solutions, 2025
Credit risk and portfolio management across the trading and banking books
LSEG readies hard matching on forwards venue
Forwards Matching eyes Q4 start for new function that enables faster credit checks
Cyber risk triggers alarm bells for credit portfolio managers
Attack on Jaguar Land Rover highlights difficulties modelling unpredictable impact of outages
US bank CROs see only ‘modest’ credit risk from tariffs
Risk Live North America: Lower margins are early sign of stress, but Ally, Citizens and Pinnacle confident on loan books
Asia’s bank risk managers brace for tariff stress
Banks keep a close eye on clients, and dust off risk transfer toolkit
DFAST fashion: emerging trends from 12 years of US stress tests
The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act stress-testing exercises
How some banks aced the EBA stress test
Four banks actually increased their capital ratios, while US subsidiaries were hit worst
CVA risk hits record highs at DBS and UOB
Singaporean banks post biggest RWA increases since 2022
A minimum sample size definition for the purpose of loss provision extrapolation in the presence of default correlation
The author applies the Bernoulli distribution to an extrapolation of the capital provision that does not take into account the possible existence of a default correlation.