The ECB will simplify and speed up approvals for changes to banks’ internal credit risk models, making supervisory processes faster and easier.

Collateral Analytics has launched the CA Credit Risk Model. This new patent pending product is designed to offer quantitative measures of the risk and cost of potential borrower default embedded in a ...

Structural models of default are widely used to analyze corporate bond spreads, but have generally been unable to explain why risk premiums are as high as they are. This credit spread puzzle can be ...

A visionary business analyst and product owner with 18 years of proven track record in driving industry-transforming financial solutions in the UK, Olubunmi Martins-Afolabi possesses exceptional ...

The key function of banks in the real world is endogenously creating (inside) money. But they do so facing solvency, liquidity and maturity risks and being subject to regulatory and demand constraints ...

Thomson Reuters has introduced a new model that includes forward-looking analyst estimates to assess the credit risk of publicly traded companies. Automated traders can incorporate it via a daily data ...

ECB eases rules on bank credit risk model changes. The European Central Bank has said it would streamline approvals for changes to banks’ internal credit risk models, easing a s ...