A new study suggests that lenders may get their strongest overall read on credit default risk by combining several machine learning models rather than relying on a single algorithm. The researchers ...
The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to ...
Long-term forecasts for impairment and capital are often built on the assumption that tomorrow will broadly resemble yesterday. Historical shock events such as the 1997 Russian debt default, the 2008 ...
In this blog, we leverage S&P Global Market Intelligence’s Early Warning Signals framework, powered by the RiskGauge 3.0 model, to detect early signs of elevated default risk among listed ...
A Houlihan Lokey report found signals of distress are high in loans to small companies, but the real risk is in still-healthy ...
Quantitative finance continues to debate the reliability and limits of model-driven investment strategies. Read more here.
Bank supervisors and officials responsible for loan loss provisioning and managing credit risk in countries that have adopted International Financial Reporting Standards (IFRS) or are planning to do ...
Used EV prices have been a rollercoaster over the past few years. Still, it appears that the cancellation of the EV tax credit has had a positive effect. Tesla's used prices have finally started to ...
Join us for a deep dive into the world of factor risk models, the essential tools for predicting portfolio volatility, optimising your investments, and understanding risk and return. This webinar will ...
The chatter stirred up by Netflix’s “America’s Next Top Model” documentary paid off, viewership-wise, for the streamer, with the docuseries debuting as Netflix’s most-watched TV show of the week, ...
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