Results of EBA monitoring process in the implementation of IFRS9 in EU financial institutions
Beyond Quant Risk Results of EBA monitoring process in the implementation of IFRS9 in EU financial institutions
EBA’s IFRS9 report: EU institutions show progress in ECL models, diverse SICR approaches, and forward-looking portfolio effects
29 Nov 2023
Assessing Macrofinancial Risks from Crypto Assets
Crypto risks Assessing Macrofinancial Risks from Crypto Assets
IMF publishes a working paper to promote a balance between reaping the benefits while mitigating the risks inherent in the activity.
27 Oct 2023
Quantitative Risk – Decision-Making Models & The Use of Advanced Estimation Techniques [Machine Learning]
Risk & analitycs services Quantitative Risk – Decision-Making Models & The Use of Advanced Estimation Techniques [Machine Learning]
Our focus in this paper is to develop decision making models using a range of advanced machine learning techniques. We explore three different methodologies to
29 Sep 2023
Prudential requirements for exposures to cryptoassets
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The BCBS has published an executive summary for the applicability to the cryptoassets of the Pillar 1, 2 and 3 of the Basel Framework.
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