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European regulators turn up the heat on IFRS 9 model overlays

After warnings from EBA and BoE, risk managers urge ‘soul-searching’ on post-model adjustments

International-financial-reporting-standard
European-banking-authority
Bank-of-england-boe
Basel-committee-on-banking-supervision-bcbs
European-banking-authority-eba
Prudential-regulation-authority-pra
Credit-risk
Credit-risk-modelling
Ecl
Ifrs-9
Oss-given-default-lgd-

Climate capital outlook unclear as EBA rejects green risk weights

European regulator suggests climate change must be factored into existing risk categories

Netherlands
Dutch
European-banking-authority
Basel-committee-on-banking-supervision-bcbs
European-banking-authority-eba
Europe
Dvanced-measurement-approach-ama-
Capital-adequacy
Capital-buffer
Climate-change
Concentration-risk

Weather, or not: is climate risk just part of credit risk?

Practitioners divided on whether climate risk can fit into existing credit risk weights

Basel-committee-on-banking-supervision
Basel-committee
Banking-supervision
Bank-of-england-boe
Jobs
Fitch-ratings
Basel-committee-on-banking-supervision-bcbs
Association-for-financial-markets-in-europe
Europe
Nited-states-us
Sia

Can CRE credit risk models cope with hybrid working?

As US office use changes, modellers deploy judgement overlays and alternative data to keep up

San-francisco
California
United-states
Us-bancorp
Union-bank
Grand-old-lady
California-street
Union-bank
Federal-deposit-insurance-corporation-fdic
Pnc-bank
Nited-states-us

Norinchukin's credit RWAs up 31% on early Basel III opt-in

Bank’s standardised charges surge 19-fold following overhaul of models’ scope and parameters

Japan
Japanese
Norinchukin-bank
The-norinchukin-bank
Financial-services-agency-fsa-japan-
Japan
Standardised-approaches
Credit-risk
Credit-risk-modelling
Redit-risk-capital
Basel-iii

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