Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

Credit Benchmark unpacks early credit risk signals in South Africa, revealing widening dispersion and stress indicators that ...

As banks provide the liquidity that fuels private credit lending — even without originating the loans themselves — researchers at the Federal Reserve say traditional lenders risk being dragged into a ...

In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...

This note examines the transmission of credit risk of banks to the sovereign using the collapse of the Silicon Valley Bank in March 2023—an event that reverberated globally across banking sectors—as ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

Recent periods of financial stress and the proliferation of risks across the financial system are fueling the development of regulatory initiatives to strengthen requirements and promote international ...

Deutsche Bank Aktiengesellschaft's 5-year CDS spike has shocked the market amid fears of a credit event. Our analysis showed that credit insurance rates were bound to spike amid an ongoing decline in ...

The global financial crisis of 2008-09 led to tightening of capital standards for banks. That, in turn, led to loans to small- and middle-market companies becoming unattractive to banks, shutting out ...