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 ...
Khrystyna Voloshyn, Data Scientist, Tamarack Technology Scott Nelson, Chief Technology and Chief Product Officer, Tamarack ...
Pulsar’s risk scoring engine integrates a diverse array of data points, synthesizing user-provided information with ...
"Now users can upload financials, ask questions, and get full credit risk assessments instantly, all in the same chat." The integration transforms how professionals interact with corporate credit data ...
The ECL regime will influence risk-adjusted return-on-capital calculations through increased provisioning expenses. To maintain profitability targets, banks will likely recalibrate their RAROC models ...
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 ...
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 ...
Forbes contributors publish independent expert analyses and insights. Gary Drenik is a writer covering AI, analytics and innovation. As artificial intelligence (AI) continues to shape industries ...