G-Risk Par

BIS: Incorporating Physical Climate Risks into Banks’ Credit Risk Models

EBA Consults on Draft Guidelines on the Methodology to Estimate and Apply Credit Conversion Factors Under the Capital Requirements Regulation

The EBA Consults on Draft Amended Guidelines on the Application of the Definition of Default Under the Capital Requirements Regulation

The EBA Publishes its Final Guidelines on Acquisition, Development and Construction Exposures to Residential Property Under the Standardised Approach of Credit Risk

Bank of Italy: Modelling Transition Risk-adjusted Probability of Default

ECB: Pricing or Panicking? Commercial Real Estate Markets and Climate Change