Are Internal Credit Models for Structured Securities Going Away? An Analysis of the Recent Basel Consultative Document
This white paper focuses on the proposed changes and their implications for calculating credit risk capital, as well as the proposal’s integration with Basel’s other recent revisions and upcoming initiatives. The paper also discusses what next steps are expected with regard to this proposal.
This white paper will review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks.
This white paper describes how the Financial Accounting Standards Board’s current expected credit loss (CECL) guidance further strengthens the foundation, but implementation won’t be easy and many questions remain.
This detailed survey of C-level executives, risk managers and data management professionals highlights the huge value that can be gained from more effective data governance and management.
This white paper will set out the specific challenges that investors in structured finance face and guidelines for effective solutions to help address these challenges.
This white paper explores how to develop a framework that addresses the probability-weighted aspects of IFRS 9 and answers questions about the practical use of alternative scenarios.
This white paper discusses the new standards that have been set forth by the FASB and explores how banks should align with the new CECL impairment standards.
This white paper provides an overview of the new standard and analyses the major challenges financial institutions will face in ensuring compliance.
This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead.
This white paper addresses the common technical and operational issues involved in IFRS 9 projects and solutions implementation, outlining areas of best practice and common pitfalls that should be avoided.