Practical research and commentary on economic capital, climate risk, private credit, model governance, and the regulatory frameworks shaping financial institutions.
Cross-border private credit deals default at 6.46% versus 2.56% domestically, a premium of 3.91 percentage points with a 2.86 hazard ratio. Evidence from 13,
Gravity model estimates on 2,841 bilateral country-pair observations put the distance elasticity of private credit flows at -2.41, comparable to frictions
Network analysis of 13,317 private credit transactions shows the top 10 bilateral corridors account for 68% of cross-border volume, concentration that mak
Stress simulations calibrated to historical crisis episodes show severe macroeconomic shocks could cut private credit capital adequacy ratios from 4.9% to
Private credit is projected to expand from $3 trillion to $5 trillion by 2029, with deepening bank interconnection through warehouse lines, derivatives hed
Peer-reviewed research in Computational Economics (Springer) on using synthetic data to estimate Value at Risk and Expected Shortfall for banks trading the
The rapid expansion of private credit markets represents one of the most significant transformations in global finance since the 2008 crisis. As this secto
The purpose of this paper is to examine the effects of bank mergers on systemic and systematic risks on the relative merits of product and market diversifi
Best Practices for Expected Credit Loss Modeling
A Risk-Based Approach for Financial Institutions and Bank market expansion
Integrating climate risk into financial risk management
Machine Learning in Credit Risk Assessment: Boosting Accuracy
Explore the evolution of banking risk management through Basel I to IV regulation. Learn how these regulations shape modern banking and ensure compliance w
Navigate the challenges of digital transformation in banking. Learn strategies to drive innovation while effectively managing risks in the evolving financi
This study aims to examine the impact of regulation and other micro- and macro-economic factors on banks’ productivity growth. It investigates the impact o
This study Investigates Shareholders' value adjustment in response to financial institutions (FIs) merger announcements in the immediate event window and i
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