The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to ...

A new study suggests that lenders may get their strongest overall read on credit default risk by combining several machine learning models rather than relying on a single algorithm. The researchers ...

Modern credit risk management now leans significantly on predictive modelling, moving far beyond traditional approaches. As lending practices grow increasingly intricate, companies that adopt advanced ...

These events remain relevant largely because they occurred during an extended period of geopolitical stability that ran from the late 1990s through to the early 2020s. When shocks did occur, they ...

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 ...

Kamakura’s approach to credit risk centres around innovative data analysis. This, and the wealth of data at its disposal, offers more accurate default probability reports and fiscal predictions ...

PARSIPPANY, N.J.--(BUSINESS WIRE)--Only 18 percent of fintechs and financial services organizations believe their credit risk models are accurate at least 75 percent of the time. The finding is ...

MSCI said the new solution leverages consistent, independent probability of default (PD) scores and implied ratings for deeper risk insight across funds, sectors and geographies. It also delivers ...