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Partners in Risk Management


AI and Machine Learning for Credit Rating Models: Part IV - A brief overview of the EBA’s follow-up report on machine learning for IRB models

The EBA recently released its much-anticipated follow-up report to its 2021 consultation on using machine learning (ML) for IRB models. The principle-based recommendations remain largely unchanged and are welcomed by the industry.

We are excited to announce joining forces with Zanders

After 20 years of supporting our clients, we are taking the next exciting step in our journey by becoming part of the Zanders team.

CeFPro's 12th Risk EMEA - 13-14 June 2023

We are happy to announce being part of the 12th Annual Risk EMEA Conference by Center for Financial Professionals (CeFPro).

The PRA’s Supervisory Statement SS1/23 on Model Risk Management

The PRA (Prudential Regulation Authority) has released its initial Supervisory Statement on model risk (SS1/23) as a follow-up to the June 2022 Consultation Paper (CP6/22).

Avoiding the Everyday Obstacles of Model Validation

While working with our clients we often see the challenges and traps that they face implementing Model Risk Management (MRM) frameworks.

Transition risk on UK mortgage portfolio

With the upcoming amendment of the Minimum Energy Efficiency Standards (England and Wales) to improve the energy performance of private rented sector homes, banks are increasingly concerned about the potential impacts on their mortgage portfolios.

How to use historical data to model climate risk adjusted LGD

Using historical data to model climate risk is often obscure but it is not impossible.

VaR Backtesting in Turbulent Market Conditions

With recent turbulent market conditions due to Covid-19, inflation and the Russia-Ukraine conflict, banks have been finding it challenging to accurately model their risk exposures.

Managing the Impact of Interest Rate Rises on Credit Risk Models

With the UK economy facing rising interest rates to combat record levels of inflation, banks face increasing credit risks as households and firms struggle with their new reality.

AI and Machine Learning for Credit Rating Models: Part III - The power of machine learning

In this third part of our series on AI and Machine Learning (ML) for Credit Rating Models, we look at how ML techniques can be used either exclusively or combined with traditional approaches to tackle some of the common risk-related challenges facing banks today.

The PRA’s 2023 Supervisory Priorities - A glance at the PRA’s banking supervisory priorities

The PRA issued its banking supervisory priorities for 2023 providing guidance to firms on what they should expect for the upcoming year.

Fundamental Review of the Trading Book (FRTB) - Profit and Loss Attribution (PLA) Analytics

With the FRTB deadline rapidly approaching, many banks are struggling to efficiently prepare for all the necessary requirements.

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.

FRTB: The Usage of Proxies under FRTB

There are multiple ways for banks to reduce the number of NMRFs under FRTB, including the use of external data sources and proxies.

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).