ECB Publishes Revised Guide to Internal Models

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

EBA: Risk Assessment Report Spring 2025

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

ECB: Organized Crime and Banks - Assessing the Effects of Anti-mafia Police Actions on Lending

ECB: Hidden Leverage and Blind Spots - Addressing Banks’ Exposures to Private Market Funds

ECRI-CEPS: Unfit for purpose? The Legal Maze of Credit Scoring Under EU Law

Bankit: Modelling Transition Risk-adjusted Probability of Default

The EBA Consults on Draft Amending Technical Standards on Factors Assessing the Appropriateness of Real Estate Risk Weights

ECB: Making Banking Simple - One Market, One Rulebook

EBA Report Results from the 2024 Credit Risk Benchmarking Exercise

EBA: EU/EEA Banking Sector Remains Stable Amidst Evolving Geopolitical Challenges

BIS: The Global Drivers of Private Credit

ESM: Asset-Quality-at-Risk

BIS: Principles for the Management of Credit Risk

ECB: SREP 2024 and SSM Priorities 2025-2027

Argo Magazine N.27 - Winter 2024

CEPS: AI and Credit - Addressing the Still Open Questions to Prevent Innovation Paralysis

EBA: EU Banks Continue to be Robust Although Risks from Geopolitical Tensions and Cyber Threats Remain Significant

EBA: Financing the Transition? Taking the Temperature of European Banks’ Corporate Loan Books

Bankit: ESG Risks and Corporate Viability - Insight from Default Probability Term Structure Analysis

ECB: Complex Exposures to Private Equity and Credit Funds Require Sophisticated Risk Management

The EBA Consults on Guidelines on Proportionate Retail Diversification Methods

The EBA Responds to the European Commission on the Eligibility and Use of Credit Insurance

Argo Magazine N.26 - Summer 2024