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Credit Risk Insights

6th February 2019

Developing a strategy for CECL loss forecasting with varying degrees of interpretation across the industry

By Jorge Sobehart, Credit and Obligor Risk Analytics, Citi
31st January 2019

CECL – Initial impact analysis: How to successfully action a parallel run and action on decomposing impact

By Daniel Hong, VP, CECL Wholesale Credit Implementation Lead, HSBC
29th January 2019

CECL – Managing increased sensitivity to macros assumptions across loss forecast models

By Chris Varvares, Vice President and co-head of US Economics, Macroeconomic Advisers, IHS Markit
14th January 2019

Validation of CECL models: What needs to be validated?

By Jennifer Matney, SVP, Director of Operational Risk Management, UMB Financial
14th January 2019

Current Expected Credit Loss (CECL) Performance Assessment

By Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank
2nd January 2019

Bringing it all together: Aligning stress testing, capital planning and CECL

By Stephen Hsu, SVP, Head of Model Risk Management, Pacific Western Bank
11th December 2018

Center for Financial Professionals announces new FinTech Research and Advisory Board

Senior practitioners across the financial services industry join FinTech Advisory Board for the Global FinTech 250 Report set to be released at the X-Tech 2019 Convention […]
8th November 2018

Don’t let your CECL road map turn into a CECL roadblock

By Jeff Prelle, Head of Risk Modeling, Situs
31st October 2018

Implementing effective internal governance of IFRS 9 processes to ensure a smooth day operationalisation

 By Doriana Iovino, Director of Credit Risk and Analytics, Metro Bank
31st October 2018

Risk Webinar: Embedding IFRS 9 into operating models and processes

29th October 2018

Developing a Holistic and Transparent Critical Spreadsheet Evaluation Process for Stress Testing

By Diane Robinette, President and CEO, Incisive Software Corporation & Janine Jakubauskas, Financial Regulatory Manager, Signature Bank
26th October 2018

Forward economic guidance in CECL and impact on CCAR

By Prasoon Saurabh, Head of Scenarios and PPNR Modelling, HSBC