Credit risk
Bank balancing: optimising margin and capital in a higher-rate environment
This Risk.net paper, which features leading practitioner insights, assesses the challenges banks are facing in the new higher rate environment and the strategies and tools they are using to optimise margin and capital on their derivatives portfolios.
Tackling credit risk in turbulent times
In September and October, Risk.net surveyed 58 chief risk officers from a mixture of banks and insurers across the Asia-Pacific region on the credit risks they face in the current environment and how they manage them.
Models shed light on opaque private credit markets
Stewart Webster, director of credit and risk at S&P Global Market Intelligence, discusses how his team is providing transparency in this challenging sector of the credit markets.
Climate capital in the balance as EBA rejects green risk weights
European regulator suggests climate change must be factored into existing risk categories
State Street and Northern Trust offload riskless assets in Q3
Combined $40bn plunge sees both banks hit four-year lows
CRE books at Goldman, Morgan Stanley most laden with provisions
Duo increased allowance coverage fastest among top US banks since September 2022
Can CRE credit risk models cope with hybrid working?
As US office use changes, modellers deploy judgement overlays and alternative data to keep up
Credit contagion risk in German auto loans
The authors employ a data set of over 5 million German auto loans to investigate credit contagion risk and show that defaults cannot be attributed to single factors.
Early warning signals of credit deterioration to save on potential losses
With financial institutions facing market volatility and high interest risks in 2023, the warning signals cannot be overlooked. It is crucial to have access to reliable and timely indicators of credit deterioration to prevent significant losses. This…
SEC expected to protect CRT in conflicts of interest rule
Decision could come as early as today; high hopes for credit risk transfer exemption
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Conquering technology risk in banking: five ways leaders can transform risk into advantage
This report, based on a comprehensive survey of 750 banking executives completed in May 2023, explores the best practices, challenges, and performance benefits around improving technology risk management and resilience.
KBC takes €8.2bn RWA add-on post ECB model review
Regulatory intervention and share buyback contribute to sink bank’s core ratio to lowest point since 2016
Leveraged wrong-way risk
A model to assess the exposure to leveraged and collateralised counterparties is presented
Welcome to a new ecosystem for managing credit risk
How Eurex is using credit index futures to build the next frontier for exchange-traded derivatives
Integrated stock–bond portfolio management
The authors put forward a stock-bond portfolio selection model which is based on CreditMetrics principles in which market and credit risks are naturally integrated.
As exposures mount, energy firms take up credit optimisation
Energy turmoil spurs demand for new counterparty rebalancing services in gas and power markets
Discover, Capital One credit card delinquencies surpass pre-pandemic levels
Seven credit card lenders see delinquency rates accelerate after slowing in Q2
Investors cheer Fed guidance on bank credit risk transfers
Institutions say clarification of regulations could jump-start US market
Managing credit risk in uncertain environments
Following three years of disruption caused by the Covid-19 pandemic, senior risk managers, risk management consultants and CROs from the banking and insurance industries gathered in Singapore for Asia Risk’s CRO Club roundtable
Bankers say CRE market on safe ground – for now
Risk Live: But higher rates may threaten weaker properties
The importance of data-driven decision-making in Apac
Embracing data-driven decision-making enabled by digital technologies is crucial for the success of lending institutions in Apac
US banks ditch IR futures as appetite for swaps booms
Notional for futures craters 19% in Q2, hitting lowest in at least seven years
Revolutionising credit decisioning in digital banking: harnessing AI/machine learning, LLM and alternative data sources
This webinar explores how financial institutions can leverage artificial intelligence, machine learning, large language models and alternative data sources, including open banking data, to modernise credit risk assessment and application fraud prevention