Anthony Mancuso, director, global head of risk modelling and decisioning at SAS, explains the importance of developing a fully capable credit modelling lifecycle to empower non-specialist personnel, ...

Terisa Roberts, SAS: The global pandemic has accelerated digital transformation in many organisations, including financial services, but it has also highlighted inefficiencies in the credit risk model ...

Long-term forecasts for impairment and capital are often built on the assumption that tomorrow will broadly resemble yesterday. Historical shock events such as the 1997 Russian debt default, the 2008 ...

LSE academics developed an innovative methodology for estimating counterparty credit risk used by Barclays to meet regulatory requirements and calculate appropriate capital reserves. The new ...