Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

Indices in the FTSE Canada Bank Credit Spread Index Series are transparent and designed to be replicable, with individual security holdings, prices and spreads disclosed daily. The design of the ...

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

Credit deterioration seldom happens suddenly. The earliest signs of weakness emerge long before financial statements or ...

Credit risk management is a lot like a game of chess. Each move—growing new accounts, reducing losses, or leveraging new technologies—affects the entire board. The best chess players build their ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

High yield bonds, often referred to as “junk bonds,” have long been a compelling option for investors seeking enhanced portfolio income. However, their asymmetric return profile—characterized by ...

As the calendar turns to 2024, the financial environment underscores the growing prominence of the private credit sector, a niche drawing significant interest for its alternative investment potential.