Credit Risk
77 white papers and resources
Model Risk Management | How to measure and quantify model risk?
The intent of this paper is to analyse how model risk management requirements change the banks’ view on their models, especially regarding the quantification of associated risks, and to introduce a new framework methodology.
How will Credit Spread Risk in the Banking Book be put into practice?
This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for compliance.
A balanced and practical approach to CECL
This white paper outlines how institutions can practically address the transition to CECL in a controlled, secure, and scalable environment that stands up to the high degree of scrutiny associated with significant financial statement estimates.
Risk sharing and risk reduction in the Euro Area banking sector - Progress and next steps
This white paper gives the most up-to-date overview of the European authorities Banking Union. It further examines how much risk reduction has already been achieved as well as the issue of illiquid assets.
Managing Spreadsheet Risk in CECL Reporting
This white paper outlines the challenges involved in implementing CECL, proposes a best practice approach to managing spreadsheet risk in CECL, and highlights some of the functionality such a solution might need to deliver CECL accurately on time and on budget.
The fair value of defaultable bonds and bank loans - a practitioners’ guide
This white paper deals with the pricing of defaultable assets, whether corporate bonds or bank loans, in terms of theoretical and practical issues alike.
Managing Fraud Risks in the Digital World
This white paper examines the 4 key emerging fraud risks related to digital payments. It further explores how to implement anti-fraud tools and technology, as well as the top five minimum requirements to achieve effective and optimal fraud management.
Interest Rate Risk In The Banking Book (IRRBB): How BCBS 368 Will Affect ALM
This white paper examines the key elements of Basil’s updated rules for IRRBB and the effect they will have on a banks’ ALM strategy. It further explores how a well-thought-out tenor mismatch strategy can initially boost net interest income.
How IFRS 9 can unite risk and accounting - Regulatory information brief (Part I)
This white paper explores how IFRS 9 can unite risk and accounting. It further examines how ensuring effective communication and collaboration will be key to achieving this and for getting the best from the new standard.
Exploring a new frontier - Using cognitive technology to strengthen credit risk management
In relation to credit specifically, this white paper aims to strengthen a bank’s overall credit risk management strategy. It explores how organisations can use cognitive techniques to become more agile competitors in an increasingly demanding credit landscape.