Credit risk
Santander loan portfolio hardest hit in EBA stress test
Simulated credit losses among 64 lenders top €394bn, up 14% from previous exercise
Speedy onboarding: the push for faster model approvals
Europe’s banking watchdog is planning to streamline how it authorises credit model updates. Not a moment too soon, say bankers
Hong Kong CRE drives rise in HSBC stage 2 loans
Model updates and HK real estate behind $24bn jump in H1
Generative AI brings testing times for modellers
Flagstar’s lead model validator offers some tips for safely integrating LLMs into risk models
Reassessing credit risk resilience
Senior credit risk leaders explore the shifting landscape of credit risk management
Basel III overhaul doubles Nomura’s credit risk
Surge reflects asset migration and new equity treatment
US CRE provisions surge at Deutsche after model recalibration
Stage 2 loans drive provision hike after LGD assumptions updated
UBS RWAs rise $19bn amid FX swings
Weaker US dollar against Swiss franc pushes total RWAs past $500bn
Capital One books $8bn in reserves post Discover deal
Highest provision in over a decade behind first loss since Covid-19
Banks seek EU supervisory green light on external credit data
GCD-developed industry standard to show pooled loss data is representative of banks’ portfolios
JPM’s reserves on undrawn loans rise 32% as Trump tariffs loom
Allowance on commitments nears $3bn as bank braces for stress among corporate borrowers
CVA risk charges spike 73% at EU banks under Basel III
Crédit Agricole leads surge, as basic approach dominates CVA capital calculations
Basel III overhaul triggers credit RWA reshuffle at EU banks
A-IRB down by a third, F-IRB more than doubles and standardised approach up by a quarter
JP Morgan’s loan losses loom ever-larger in Fed stress test
$90 billion in projected markdowns accounts for almost a fifth of total across 22 banks
Hong Kong watchdog taps GenAI to monitor shadow banking risk
News headlines, social media and bank earnings calls all followed using in-house tools
From fragmented signals to confident credit decisions
Credit Benchmark and Oliver Wyman explore how aggregated bank data and advanced analytics are helping risk teams make confident, forward-looking credit decisions
AI in capital markets: bridging predictive precision with generative possibility
Regulatory requirements, compliance demands and concerns over data quality and consistency are prompting firms to approach AI with renewed caution and clarity
Bank of England urged to rethink HHI concentration risk add-on
Experts think overhaul of credit risk measure should be part of PRA’s ongoing Pillar 2 review
EBA mulls rule changes to speed up model approval process
Risk Live: Reducing compliance burden of credit risk model updates can aid banks and supervisors
Credit data provider of the year: Credit Benchmark
Credit Benchmark delivers comprehensive insights and extensive coverage so financial institutions can make informed decisions
Risk Technology Awards 2025: Tariff turmoil’s tech effects
Upheaval in US trade policy drove demands for more data, more simulations as supervisors pushed banks to plan for the worst
Norinchukin trims slotting approach reliance, expands A-IRB scope
Bank’s models recover ground after Basel III curtailing
Canada Big Five set aside C$1.7bn amid tariff uncertainty
Surge in performing loan provisions pushes allowances past pandemic peak
Podcast: Fabrizio Anfuso on computing for Archegos-like event exposures
BoE quant discusses top-down counterparty risk framework using Gaussian distributions and copulae