Credit Risk
262 white papers and resources
Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure. Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.
Under construction: Renovations for CECL begin
This white paper describes how the Financial Accounting Standards Board’s current expected credit loss (CECL) guidance further strengthens the foundation, but implementation won’t be easy and many questions remain.
Creating business value: Measuring the return of improved data management
This detailed survey of C-level executives, risk managers and data management professionals highlights the huge value that can be gained from more effective data governance and management.
IFRS 9 Analytical and Reporting Solutions for Structured Finance
This white paper will set out the specific challenges that investors in structured finance face and guidelines for effective solutions to help address these challenges.
Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach
This white paper explores how to develop a framework that addresses the probability-weighted aspects of IFRS 9 and answers questions about the practical use of alternative scenarios.
Preparing for The New Impairment Requirements: Practitioner’s View
This white paper discusses the new standards that have been set forth by the FASB and explores how banks should align with the new CECL impairment standards.
Implementing an IFRS 9 Solution: Challenges Faced by Financial Institutions
This white paper provides an overview of the new standard and analyses the major challenges financial institutions will face in ensuring compliance.
‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB
This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead.
Breaking down IFRS 9 implementation
This white paper addresses the common technical and operational issues involved in IFRS 9 projects and solutions implementation, outlining areas of best practice and common pitfalls that should be avoided.
IFRS 9: Unexpected Gains from Expected Losses
This white paper explores IFRS 9 requirements and discusses how implementing a successful IFRS 9 strategy will allow organisations to justify key decisions and actions to employees and external supervisors.
Reading the Tea Leaves of Recent Regulatory Guidance
This white paper will explore the Federal Reserve’s “Guidance on Supervisory Assessment of Capital Planning and Positions” (SR 15-18 and SR 15-19). The paper further examines the BCBS’s “Guidance on Credit Risk and Accounting for Expected Credit Losses”.