Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
42.5% of largest banks branded less-than-satisfactory by RFI ratings
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Community banks want end to public shaming of those who fail key supervisory test
The revolution in artificial intelligence promises new leads in banks’ fight against dirty money. Alexander Campbell of Risk.net hosted a live online forum, in association with NICE Actimize, to investigate the applications of this emergent technology
Some banks have qualms over potential downgrades and overlap between first and second lines
In this paper, the authors outline a simulation-based methodology for the generation of stressed transition probability matrixes under the structural credit risk framework.
Default probabilities paint a mixed picture of the decline of American shops