A fresh take on risk and valuation


443 results:
121. The Language War in Credit Risk Modelling: SAS, Python or R?  
The three languages were compared using a simple setup, as close as possible to a real-life situation. The exercise consisted in calibrating a logistic regression to identify loans likely not to be…  
122. Sorrows of Credit Risk Model Validation  
This article introduces the challenges of the ECB supervised entities regarding their internal validation of the IRB Approach. It also considers a benefit of use of Model Validation tool.
123. Risk Appetite Framework and Decision Making  
This article details the mechanisms governing risk decisions and the underlying complexity of using risk appetite as a component of the strategic decision.  
124. IFR/IFD - new prudential requirements for all investment firms  
IFR and IFD have clearly been drafted in order to fil a gap in terms of prudential and governance regulation framework. The former situation presented some kinds of loophole between Credit…  
This article analyses the effects of the COVID-19 from a bank’s credit risk point of view. First, it assesses how COVID-19 hurts the economy, the way the risk profiles of stock and potential clients…  
126. Behavioral Scorecard with Machine Learning Components  
This article discusses the benefits of applying advanced analytics in the development of behavioural scoring models. It investigates how Machine Learning techniques can be used to model the…  
127. IFRS 17 June 2020 amendments overview – the last dance?  
On the 25th June 2020, the International Accounting Standard Board (IASB) has published several amendments to IFRS 17. These amendments address many of the concerns raised by the industry and aim at…  
128. IAIS Insurance Capital Standard: the road travelled so far and what is next?  
This article focuses on giving an overview of the Insurance Capital Standard (ICS), a capital framework which has been developed by International Association of Insurance Supervisors (“IAIS”).  
129. New rules on legislative and non-legislative payment moratoria during COVID-19 crisis  
The global COVID-19 pandemic has forced governments all over the world to impose strict measures intended to defend their healthcare systems. These measures have had a significant adverse effect on…  
130. A practical guide for insurers to incorporate climate risk in their Own Risk and Solvency Assessments (ORSA)  
Climate change poses a serious risk for society and for (re)insurers, with the harmful impact of global warming already being visible. Without further international climate action, global average…  
Search results 121 until 130 of 443