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Credit Risk Insights

5th July 2018

Reviewing Industry best practice for reverse stress testing

By Assad Bouayoun, Senior XVA Quantitative Consultant at HSBC.
2nd July 2018

Aligning stress testing with BAU practices for a more integrated view of risk

Presentation, by Jeff Simmons, MD, Head of Enterprise Risk Management, Bank of Tokyo Mitsubishi 
13th June 2018
Guglielmo Migliori article banner

CeFPro research: Increased pressures ahead for stress testing and model risk professionals across Europe

By Guglielmo Migliori, Senior Research Executive, CeFPro. 
11th June 2018
Marc Irubetagoyena presentation banner

Aligning risk disciplines for a more integrated stress testing approach delivering a firm-wide view of risk

By Marc Irubetagoyena, Head of Stress Testing & Financial Synthesis, BNP Paribas
11th June 2018

A framework for multiple economic scenarios under CECL

By FI Consulting.
21st February 2018

Aligning stress testing with BAU practices

By Jeff Simmons, Head of Enterprise Risk Management, Bank of Tokyo-Mitsubishi UFJ.
20th February 2018

Best practices in validating CECL models

By Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank.
22nd January 2018

For the Investor: Benefits of the “CECL” model and “vintage” disclosures

By Hal Schroeder, Board Member, FASB.
22nd January 2018

CECL from the regulators

By Larry Sherrer, Senior Examiner, Banking Supervision and Regulation Division, Federal Reserve Bank of St. Louis and Ty Lambert, SVP, Bancorp South.
16th January 2018

Implementing a comprehensive analytical architecture

By Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank.
16th January 2018

Steps, data and methodology

By Prashant Dinodia, Director, Risk Advisory, FIS.
20th December 2017

Developing effective forecasts that fulfil requirements

By Gopal “Sharath” Sharathchandra, Senior Vice President, PNC.