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 course provides insights into the effective management of credit risk models, focusing on the latest Basel 3.1 and IFRS 9 requirements. Participants will deepen their understanding of key ...

Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using key metrics like LGD, EAD, and PD.

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 ...

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 ...

CARY, N.C., Oct. 16, 2025 /PRNewswire/ -- Chartis Research has named SAS a Category Leader in seven separate sectors of the credit risk management market, as detailed in its Credit Risk Management ...