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)…
Explore the impacts and challenges associated with the revised Standardised Approach, concerning real estate exposures.
The implementation of Basel IV, specifically the 3rd Capital…
The European Commission has conducted a comprehensive review of the Solvency II Directive, based on the work of EIOPA. The proposed changes have been submitted to the European Parliament and Council…
Credit risk analysis plays a crucial role in assessing the creditworthiness of borrowers. This article explores the application of various statistical techniques and machine learning algorithms for…
ECB's Revised Guide to Internal Models: Enhancing Risk-Weighted Asset Determination and Capital Calculation. Explore the incorporation of climate-related and environmental risks, support for…
This article discusses the significant amendments to the Solvency II directive, a comprehensive review published by the European Commission (EC) in September 2021. The amendments, proposed after…
In July 2023, ACPR launched its second climate stress test which targets insurers. Focused on market risk and underwriting risk in various insurance lines, the exercise includes three long-term…
This article provides an overview of the CSSF's thematic review on the validation of Value at Risk (VaR) models used by UCITS Management Companies for global exposure calculation. The review focuses…
This article discusses the impact of the International Financial Reporting Standard 9 (IFRS9) on provisioning behaviour in banks, particularly during economic shocks like the COVID-19 pandemic and…
Discover how machine learning is transforming credit scoring models. Explore cutting-edge techniques for feature engineering, including advanced methods for handling missing data, variable…
