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)…
Explore the impacts and challenges associated with the revised Standardised Approach, concerning real estate exposures.
The implementation of Basel IV, specifically the 3rd Capital…
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 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…
