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 ...

Krishnam Narsepalle argues traditional credit systems must evolve into event-driven architectures for real-time risk ...

Credit deterioration seldom happens suddenly. The earliest signs of weakness emerge long before financial statements or ...

For financial institutions, threat modeling must shift away from diagrams focused purely on code to a life cycle view ...

Pagaya partners with lenders to underwrite some of the loans they don't want on their balance sheet. While PGY sells these loans, they keep some on their balance sheet. These loans, held for ...

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 ...

Fintech Plaid noted that credit underwriting has long relied on credit bureau data, which provides many years of structured, ...

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 ...

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 ...

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 ...