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 ...

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

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 ...

In early 2026, the U.S. leveraged loan market performed worse than the high-yield bond market, even though these two asset ...

Long-term forecasts for impairment and capital are often built on the assumption that tomorrow will broadly resemble yesterday. Historical shock events such as the 1997 Russian debt default, the 2008 ...

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 ...

A visionary business analyst and product owner with 18 years of proven track record in driving industry-transforming financial solutions in the UK, Olubunmi Martins-Afolabi possesses exceptional ...

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 ...

This piece is part of a series benchmarking bank climate risk management practices. Risk Management subscribers can view selected cuts of the underlying data here. Sign up for Risk Benchmarking emails ...