FRG is an international risk management firm dedicated to helping clients around the world maximize the effectiveness and value of their investments in risk management technology, methodology and processes. The firm was founded in 2002 with the concept of becoming the premier risk management services firm.
This white paper produced by FRG addresses how to grow a portfolio that is internally consistent with a stress scenario. Download this white paper to learn more about several factors financial institutions must consider when integrating the expected credit loss (ECL) process onto a stress test…
This Financial Risk Group white paper, authored by Jonathan Leonardelli, director of business analytics, examines how credit loss in the expected credit loss process can leverage changes in the credit risk profile of a portfolio during a stress scenario.
This white paper examines technological and methodological strategies to help to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards for your financial institution.