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 ...

Khrystyna Voloshyn, Data Scientist, Tamarack Technology Scott Nelson, Chief Technology and Chief Product Officer, Tamarack Technology Static credit models freeze ...

Eric McGriff and Lou Maslowe, respected risk leaders in the equipment finance industry, will serve as hosts of Monitor’s Converge ...

"Now users can upload financials, ask questions, and get full credit risk assessments instantly, all in the same chat." The integration transforms how professionals interact with corporate credit data ...

This paper introduces a continuous-time extension to the influential CreditRisk+ model for portfolio credit risk modeling. For capital calculations it introduces a risk measure based on the maximum of ...

Pulsar’s risk scoring engine integrates a diverse array of data points, synthesizing user-provided information with ...

Forbes contributors publish independent expert analyses and insights. Gary Drenik is a writer covering AI, analytics and innovation. As artificial intelligence (AI) continues to shape industries ...

The ECL regime will influence risk-adjusted return-on-capital calculations through increased provisioning expenses. To maintain profitability targets, banks will likely recalibrate their RAROC models ...

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 ...