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Credit Risk Modelling of Low Default Portfolios: Part III - Parametric approaches for PD calibration

In the third part of low default portfolios series, the focus is on different parametric approaches for PD calibration.

AI and Machine Learning for Credit Rating Models: Part II - The foundations of machine learning

In this second part in our series on AI and Machine Learning (ML) for Credit Rating Models, we take a look at the foundations of ML and the steps required to build a successful ML based model.

CeFPro's 11th Risk EMEA

The 11th RISK EMEA organised by Center for Financial Professionals (CeFPro) is coming up next week. On Monday and Tuesday, 13-14 June 2022, the conference will take place in London.

The Increasing Risks of Cryptoassets

Since the dawn of cryptoassets, multiple technological advancements have been made in the area including improved transaction costs and speed, increased privacy, robust security, and inflation hedging.

CeFPro's ESG Europe Summit

Fintegral is not only co-sponsor of the CeFPro’s ESG Europe Summit, but we also contribute actively to the agenda. The Summit will take place in person in London on 27-28 April 2022.

AI and Machine Learning for Credit Rating Models:​ Part I - A brief overview of the regulatory landscape

The rising popularity in AI is creating new opportunities within financial services especially for prudential regulatory modelling.

Credit Risk Modelling of Low Default Portfolios: Part II - Fintegral’s overview to probability of default estimation

In the second part of the series dedicated to low default portfolios, the focus is on how to tackle two of the biggest challenges of the modelling process: target definition and probability of default calibration.

Credit Risk Modelling of Low Default Portfolios:​ Part I - Identification and regulatory highlights

Traditional statistical techniques show various weaknesses when modelling low default portfolios.

EBA IFRS 9 Implementation by EU Institutions Monitoring Report: Review of observations and findings

In the EBA’s latest monitoring report on the implementation of IFRS 9, the regulator outlined significant strides have been made by EU firms in upholding the spirit of the standard, however, more can be done.

Fintegral Live Webinar Climate Stress Testing

The ECB’s economy-wide climate stress test was the first step in their climate roadmap. In 2022, the SSM climate stress test will follow. Throughout our Fintegral Webinar on February 8, 2022 from 16:00-17:15 CET,...

39th Expert Forum

Due to the increasing number of COVID-19 cases, the 39th Expert Forum on 18th November 2021 was once again held as an online event rather than the traditional onsite meeting.

Fintegral Webcast am 2. September 2021

Was leisten ESG-Investments außer Gewissensberuhigung und muss Markowitz seinen Nobelpreis zurückgeben? Ulf Füllgraf, Experte zum Thema Faktorrisiken, nimmt Sie im Rahmen unseres Fintegral Webinars am 2. September 2021 von 17.00 - 18.00 Uhr mit auf einen spannenden Diskurs.

FRTB: Improving the Modellability of Risk Factors

The modellability of risk factors is an important component of FRTB for banks as it directly affects capital calculations.

CeFPro's Risk EMEA Summit

Fintegral is proud to be sponsoring the 10th Annual Risk EMEA Summit!

Targeted Review of Internal Models (TRIM) - Review of observations and findings for Traded Risk

The EBA has recently published the findings and observations from their TRIM on-site inspections.

IRB Repair: TRIM update on MoC Framework

The recently published final report of ECB’s TRIM investigations has underlined once more that the Margin of Conservatism (MoC) framework is still a significant issue for many institutions.

The impact of climate-related and environmental risks (CER) on the financial sector: Risk identification and assessment

Supervisory authorities are becoming increasingly aware of the impact of climate-related and environmental risks (CER) on the financial sector.

IRB Repair: Margin of Conservatism framework

ECB’s TRIM results have revealed that many institutions had findings in the context of the margin of conservatism (MoC).

Automating a Model Revalidation

We discuss why the revalidation process is an ideal starting point of an automation initiative and advise how to go about it.

CeFPro's Advanced Model Risk Summit

Fintegral is proud to be sponsoring CeFPro's Advanced Model Risk Summit!

Validation of Machine Learning Models

Modern Machine Learning techniques are becoming more ubiquitous and are finding widespread use in financial institutions. This opens questions about the treatment of these applications as models - including their validation.

CREWS – Credit Risk Early Warning System

In light of the current COVID-19 pandemic, an effective and efficient credit risk early warning system is becoming increasingly important and can make all the difference. This motivated us at Fintegral to further develop our news-based early warning system CREWS. The system leverages text analytics methods and can be used either as a stand-alone tool to support credit analysts or as a potential extension to existing early warning systems.

38. Experten Forum

Die Corona-Pandemie machte auch vor unserem Experten Forum nicht Halt und so wurden wir, nach einer ersten Terminverschiebung, bei unserem neuen Termin am 7. Mai zu einer kreativen Lösung gezwungen. Das 38. Fintegral Experten Forum ließ sich nicht wie gewohnt im Hotel Steigenberger Metropolitan realisieren, sondern wurde erstmalig als virtuelles Format durchgeführt.

EBA published the final methodology and draft templates for 2020 stresstest

The European Banking Authority (EBA) published today the final methodology and draft templates for the 2020 EU-wide stress test along with the key milestones of the exercise. The methodology and templates cover all relevant risk areas and incorporate the feedback received during the discussion with the industry in the summer of 2019. The stress test exercise will be formally launched in January 2020 and the results published by 31 July 2020.

37. Experten Forum

Die Finanzdienstleistungsbranche bleibt auch eine Dekade nach der Finanzmarktkrise eine Großbaustelle. Auf der einen Seite müssen zunehmende regulatorische Anforderungen auf eigentlich bereits als umgesetzt betrachtete Themenkomplexe adressiert werden. Auf der anderen Seite zwingen die nachhaltig niedrigen Erträge zur stärkeren Automatisierung vieler manueller oder nicht-standardisierter Prozessabläufe.

EBA issues 2020 EU-wide stress test methodology for discussion

EBA released templates and methodology guides and the timeline for the stress test, along with the preliminary list of 50 sample institutions participating in the exercise. The final methodology will be published by the end of 2019. The EU-wide stress test will be launched in January 2020 while results of the test will be published by the end of July.

JPMCC Frankfurt 2019

Das Frankfurter Fintegral-Team nahm am diesjährigen JPMCC-Lauf teil.

EBA Guidelines on outsourcing arrangements veröffentlicht

Am 25.02.2019 wurde der final draft der bisher in Konsultation befindlichen EBA GL on outsourcing arrangements veröffentlicht. Fintegral stellt Ihnen eine Kurzkommentierung, eine Übersicht der zentralen Neuerungen sowie eine Verlinkung zur neuen EBA GL zur Verfügung.

36. Experten Forum

Im ersten Experten Forum des neuen Jahres am 31. Januar 2019 möchten wir uns, wie in der Vergangenheit, einem breiten Spektrum an Themen widmen. Dabei vereinen unsere Referenten fachliche Expertise und die Freude, ihre Erkenntnisse mit den Teilnehmern zu teilen.

35. Experten Forum

Gemeinsam mit Vertretern verschiedener Institute und unseren Referenten versuchen wir diesmal, eine differenzierte Betrachtung der drei hochaktuellen Themen Nachhaltigkeitsmanagement, Zinsänderungsrisiken des Anlagebuchs und Modellrisiken vorzunehmen.