News

Avoiding the Everyday Obstacles of Model Validation

28 Mar, 2023

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

15 Mar, 2023

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

10 Mar, 2023

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

VaR Backtesting in Turbulent Market Conditions

01 Mar, 2023

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

31 Jan, 2023

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

25 Jan, 2023

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

24 Jan, 2023

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

06 Jul, 2022

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

22 Jun, 2022

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

15 Jun, 2022

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

10 Jun, 2022

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

12 Apr, 2022

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

08 Apr, 2022

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

30 Mar, 2022

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

02 Mar, 2022

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

09 Feb, 2022

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

02 Feb, 2022

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

26 Jan, 2022

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

30 Nov, 2021

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

18 Nov, 2021

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

23 Jun, 2021

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

CeFPro's Risk EMEA Summit

11 Jun, 2021

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

26 May, 2021

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

IRB Repair: TRIM update on MoC Framework

12 May, 2021

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

28 Apr, 2021

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

14 Apr, 2021

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

Automating a Model Revalidation

31 Mar, 2021

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

16 Mar, 2021

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

FRTB: Harnessing Synergies Between Regulations

11 Mar, 2021

The Fundamental Review of the Trading Book (FRTB) will be one of the largest changes to Banking in the past decade. It will impact multiple areas of banks, including Trading, Risk, Finance and Operations.

Validation of Machine Learning Models

03 Mar, 2021

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.

Partners in Risk Management

Avoiding the Everyday Obstacles of Model Validation

Transition risk on UK mortgage portfolio

How to use historical data to model climate risk adjusted LGD

VaR Backtesting in Turbulent Market Conditions

Managing the Impact of Interest Rate Rises on Credit Risk Models

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

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

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

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

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

CeFPro's 11th Risk EMEA

The Increasing Risks of Cryptoassets

CeFPro's ESG Europe Summit

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

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

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

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

Fintegral Live Webinar Climate Stress Testing

39th Expert Forum

FRTB: The Usage of Proxies under FRTB

FRTB: Improving the Modellability of Risk Factors

CeFPro's Risk EMEA Summit

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

IRB Repair: TRIM update on MoC Framework

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

IRB Repair: Margin of Conservatism framework

Automating a Model Revalidation

CeFPro's Advanced Model Risk Summit

FRTB: Harnessing Synergies Between Regulations

Validation of Machine Learning Models

Recent posts

Avoiding the Everyday Obstacles of Model Validation

Transition risk on UK mortgage portfolio

How to use historical data to model climate risk adjusted LGD

VaR Backtesting in Turbulent Market Conditions

Managing the Impact of Interest Rate Rises on Credit Risk Models

Partners in Risk Management

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