The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to ...

This launch introduces CMBS Conduit and Agency Multifamily Credit Models alongside the Single-Asset Single Borrower (SASB) Credit Assessment Tool, delivering standardized loan- and pool-level 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 ...

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 ...

Collateral Analytics has launched the CA Credit Risk Model. This new patent pending product is designed to offer quantitative measures of the risk and cost of potential borrower default embedded in a ...

New book explains how AI and machine learning are transforming banking through fraud detection, credit risk modeling, ...

These events remain relevant largely because they occurred during an extended period of geopolitical stability that ran from the late 1990s through to the early 2020s. When shocks did occur, they ...

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 ...

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 ...

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 ...

The semiconductor industry is poised for strong growth, driven by AI, autonomous driving, IoT, and 5G, despite supply chain and geopolitical challenges. Intel struggles with AI and cloud computing ...