Merton Model: Assessing Corporate Credit Risk with Precision

Learn about the Merton Model for evaluating corporate credit risk, developed by Robert Merton in 1974, and used by analysts ...
International Monetary Fund

Turks and Caicos Islands: Financial Stability Report Review, Credit Risk Modelling, and Stress Testing

The technical assistance (TA) missions to the Turks and Caicos Islands (TCI) aimed to enhance the Financial Services Commission’s (TCIFSC) financial stability efforts. The missions reviewed the ...
International Monetary Fund

Inside (the) Money Machine: Modeling Liquidity, Maturity and Credit Transformations

The key function of banks in the real world is endogenously creating (inside) money. But they do so facing solvency, liquidity and maturity risks and being subject to regulatory and demand constraints ...

The Great Model Reset

The revised guidance creates an opportunity for institutions to rethink their model risk strategies. The first priority is ...
techtimes

Balancing Accuracy and Transparency: Olubunmi Martins-Afolabi on Explainable AI in Wholesale Credit Risk Assessment

A visionary business analyst and product owner with 18 years of proven track record in driving industry-transforming financial solutions in the UK, Olubunmi Martins-Afolabi possesses exceptional ...
MarketWatch

Happy Money Launches Next-Generation Credit Model, Further Enhancing Delivery of High-Quality Assets and Strong Risk-Adjusted Returns to Partners

The MarketWatch News Department was not involved in the creation of this content. Consumer finance leader's eighth credit model fortifies credit and risk framework, driving partner confidence and ...