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 ...

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 ...

Tala execs say proprietary data and adaptive underwriting could unlock lending for entrepreneurs shut out of traditional ...

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context MSCI Inc. (NYSE: MSCI) launched a Private Credit Factor Model to help ...

Qiro Finance, an independent enterprise-grade credit underwriting platform for tokenized private credit, today announced a ...

A visionary business analyst and product owner with 18 years of proven track record in driving industry-transforming financial solutions in the UK, Olubunmi Martins-Afolabi possesses exceptional ...

Thomson Reuters has introduced a new model that includes forward-looking analyst estimates to assess the credit risk of publicly traded companies. Automated traders can incorporate it via a daily data ...

The key function of banks in the real world is endogenously creating (inside) money. But they do so facing solvency, liquidity and maturity risks and being subject to regulatory and demand constraints ...

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 ...

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 ...

Eric McGriff and Lou Maslowe, respected risk leaders in the equipment finance industry, will serve as hosts of Monitor’s Converge ...

David Croen, Head of Risk Products at Bloomberg L.P., was interviewed by Alison Fletcher, a Corporate Treasury Specialist at Bloomberg, on what customers have faced when evaluating credit rate risk ...