This article was written by Hugo Rodriguez Bautista, Global Product Manager, Risk and Investment Analytics and Bradley Foster, Global Head of Content (Enterprise) at Bloomberg. COVID-19 has introduced ...

Artem Lalaiants is the Founder and CEO of RiskSeal with 10+ years in fintech and deep expertise in alternative credit risk scoring. Fraudsters used to exploit a lack of signals. Today, they exploit ...

Credit losses represent a significant area of focus in financial statement audits. As economic conditions fluctuate and accounting standards evolve, auditors face increasing challenges in evaluating ...

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 ...

CRTs have changed since the financial crisis. But the eventual credit cycle turn is likely to show again that weaker banks' CRT use merely transformed, but did not eliminate, risk, writes Jill Cetina.