This launch introduces CMBS Conduit and Agency Multifamily Credit Models alongside the Single-Asset Single Borrower (SASB) Credit Assessment Tool, delivering standardized loan- and pool-level risk ...

Before ChatGPT could write essays, explain tax code, or summarize earnings reports, it had to master something far simpler but no less profound: probability. While headlines may credit “artificial ...

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 ...

These events remain relevant largely because they occurred during an extended period of geopolitical stability that ran from the late 1990s through to the early 2020s. When shocks did occur, they ...

The technical assistance (TA) missions to the Turks and Caicos Islands (TCI) aimed to enhance the Financial Services Commission’s (TCIFSC) financial stability efforts. The missions reviewed the ...

Risk modeling comes in varying shapes and sizes throughout the financial world. Having previously worked as a derivatives trader on the Chicago Board Options Exchange and as a senior risk analyst, I ...

Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases, ...

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 ...