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 ...

Tala execs say proprietary data and adaptive underwriting could unlock lending for entrepreneurs shut out of traditional ...

Khrystyna Voloshyn, Data Scientist, Tamarack Technology Scott Nelson, Chief Technology and Chief Product Officer, Tamarack Technology Static credit models freeze ...

Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

This paper introduces a continuous-time extension to the influential CreditRisk+ model for portfolio credit risk modeling. For capital calculations it introduces a risk measure based on the maximum of ...

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context MSCI Inc. (NYSE: MSCI) launched a Private Credit Factor Model to help ...

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 ...

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 ...

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 ...