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Credit Risk Insights

4th October 2017

Aligning stress testing and strategic planning teams

By George Lin, Quantitative Modeling Lead at Santander.
28th September 2017

Classifying a model vs tool for an effective model risk framework

By Elizae Dalvi, VP of Model Risk Management at BankUnited. 
21st September 2017

Moving towards CCAR compliance and understanding the implications for DFAST institutions

By Robert Chan, SVP, Head of Quantitative Analytics, City National Bank.
20th September 2017

Validating your CECL model: What’s important to know

6th September 2017

2017 stress tests and leveraging lessons learnt towards 2018

31st August 2017

Modelling for life of loan – Are CCAR models suitable for CECL?

29th August 2017

Scenario design under new supervisory guidance

29th August 2017

CCAR efficiency

21st August 2017

CECL requirements for Macroeconomic Scenarios

21st August 2017

The use of stress testing for setting risk appetite to inform strategic decision making

21st August 2017

Stress testing and scenario analysis

18th August 2017

Reverse Stress Testing

By Andrea Burgtorf, Head of Group Risk Operating Office, Erste Group.