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 ...

LendScore uses real-time cash flow data and unique account connection insights from the Plaid Network to provide lenders with an updated view of borrower risk To give lenders a more complete financial ...

This course provides insights into the effective management of credit risk models, focusing on the latest Basel 3.1 and IFRS 9 requirements. Participants will deepen their understanding of key ...

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 ...

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 ...

The technical assistance (TA) missions to the Turks and Caicos Islands (TCI) aimed to enhance the Financial Services Commission’s (TCIFSC) financial stability efforts. The missions reviewed the ...

CARY, N.C., Oct. 16, 2025 /PRNewswire/ -- Chartis Research has named SAS a Category Leader in seven separate sectors of the credit risk management market, as detailed in its Credit Risk Management ...