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 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 ...

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

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 ...

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 ...

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 ...

Qiro Finance, an independent enterprise-grade credit underwriting platform for tokenized private credit, today announced a ...

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 ...

The semiconductor industry is poised for strong growth, driven by AI, autonomous driving, IoT, and 5G, despite supply chain and geopolitical challenges. Intel struggles with AI and cloud computing ...