Credit risk
DZ Bank ditches slotting approach for project finance exposures
German bank transfers €8.6bn in RWAs to F-IRB methodology following regulatory approval
PGGM sees a chance to diversify with fourth-trigger CDSs
Dutch pension manager hopes bank demand will continue to grow for derivatives counterparty credit protection
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
French regulator wants permanent changes to EU’s output floor
Push for capital relief faces resistance from supervisors in Finland and the Netherlands
Beyond mirror validation: the cost of ineffective challenge in model risk management
The authors demonstrate that the practice of confirming a developer’s model is correctly reimplemented and discrimination metrics are acceptable while leaving calibration under changing conditions unchallenged fails to detect calibration degradation.
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.
A robust hybrid structural learning framework for robust structural learning and feature selection for credit risk prediction
The authors propose a robust hybrid structural learning framework for feature selection designed to address key challenges in credit risk prediction.
Westpac’s credit exposures surge on Aussie dollar moves
Bank adds A$1.5bn in CVA and CCR charges in latest quarter, driven by higher mark-to-market value of derivatives
Deutsche Bank bad loan charge hits record on CRE woes
Allowance against higher-risk property loans tops €1bn for the first time
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.