This article introduced a practical and end-to-end approach to model Point-in-Time PD in a manner that includes Forward-Looking Information for IFRS9 ECL calculation. Different techniques may produce…
In this article we have presented the development of non-regulatory models and reasons why this work is important for risk related problems in financial industry. Those scorecards, even if they are…
In this article we discuss the main C&E risk considerations to be made as part of the ICAAP, using the general ICAAP requirements as a starting point and combining them with the regulatory and…
On the 4th of November, the European Banking Authority (EBA) published the final package for the next EU-wide Stress Test, which will be officially launched in January 2023.
This article…
With the release of ‘Good practices for climate-related and environmental risk management’, the ECB recognized that industry-wide knowledge sharing will be pertinent for promoting and acceleration in…
In November 2022, the ECB published the “Walking the talk: Banks gearing up to manage risks from climate change and environmental degradation” report, which concludes that implemented practices do…
This article discusses the risks associated with the use of vendor models for IFRS9 compliance by financial institutions, which have increasingly turned to external agencies for model development.…
Finalyse Flood Risk Prototype was created in response to the supervisory expectations set by the European Central Bank (ECB) regarding effective management of climate and environmental risks. The ECB…
Discover the revised reporting requirements for derivatives under EMIR effective from April 2024. Learn how the European Market Infrastructure Regulation (EMIR) aims to enhance transparency and…
Discover a pragmatic approach to integrating climate risk into credit risk models in this informative article. Since the release of the ECB Guidelines on Climate-Related and Environmental (C&E)…
