Khrystyna Voloshyn, Data Scientist, Tamarack Technology Scott Nelson, Chief Technology and Chief Product Officer, Tamarack ...
Krishnam Narsepalle argues traditional credit systems must evolve into event-driven architectures for real-time risk ...
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 ...
Credit deterioration seldom happens suddenly. The earliest signs of weakness emerge long before financial statements or ...
For financial institutions, threat modeling must shift away from diagrams focused purely on code to a life cycle view ...
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 ...
Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
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 ...