Pietro Rossi had a problem. An insurance company needed a model that could price bonds based on the likelihood of changes in credit ratings. The standard, off-the-shelf models are based on probability ...

Having spent over 2 decades in banking and financial services, I have seen how financial models evolve, but never at the speed seen today. AI is reshaping credit risk assessment, offering a more ...

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 ...

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 ...

David Croen, Head of Risk Products at Bloomberg L.P., was interviewed by Alison Fletcher, a Corporate Treasury Specialist at Bloomberg, on what customers have faced when evaluating credit rate risk ...

MSCI (NYSE:MSCI) and Moody's (NYSE:MCO) will launch an analytics service aimed at quantifying risk in the fast-growing, though opaque, private credit market, the companies said on Monday. As part of ...

Buy Now Pay Later (BNPL), a short-term interest-free consumer credit solution, is increasing in popularity in the US. However, despite explosive growth in sales volumes, none of the pure-play BNPL ...

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 ...

By Selassie Isaac ISRAEL, Doctoral Student, Business Administration AbstractIn the wake of Ghana’s landmark 2017-2019 financial sector clean-up, which saw the collapse of nine universal banks, the ...