Credit risk
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.
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