Median PD of corporate portfolios down to 1.6% from 1.73%
Lloyds’ CET1 ratio reaped a 120bp benefit
Effects of credit deterioration offset by disposals, portfolio reductions
Australian lender sees percentage of past due and impaired loans hit 1.18%
Italian lender has €20.8 billion of government-backed loans on its books
Bad loan ratio climbed 10 basis points on average across MUFG, SMFG and Mizuho
Loan-loss provisions for 2020 totalled €5.7 billion
Targeted review of internal models to add €4bn of RWAs in 2021
Stock of ‘stage two’ loans increased 48%
Aggregate provision for credit losses at Truist, Capital One, PNC and US Bancorp more than doubled in 2020
Covid panic exposed cracks in banks' credit models
Net charge-offs for Q4 2020 hit 9.4%
Almost 5% of public guarantee scheme loans are designated ‘stage two’
JP Morgan released $1.9 billion back into income alone
Total allowances for loan losses are 95% larger than at end-2019
From incurred loss to current expected credit loss: a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
The authors analyze the performance of the CECL framework under plausible assumptions about allocations of future payments to existing credit card loans, a key implementation element.
The effects of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector
The main aim of this study is to analyze the joint effects of customer segmentation, borrower characteristics and modeling techniques on the classification accuracy of a scoring model for agribusinesses.
The economics of debt collection, with attention to the issue of salience of collections at the time credit is granted
This paper considers the role of policies that protect consumers from aggressive debt collection tactics.
This paper investigates factors associated with high credit card loss rates during the period 2008–11 associated with the Great Recession.
Substantial differences found at country level on degree of coverage ratio build
Low-profitability banks provision less than their more flush counterparts
Westpac absorbed the largest charge of the ‘Big Four’
Risk USA: system alerted US superregional to impending defaults during Covid crisis
Set-asides fell 57% quarter on quarter