Loans
Cross-border lending to shadow banks spiked in Q3
Non-bank financial institutions record fastest annual growth since Covid-19 pandemic
The prediction of mortgage prepayment risks in the early stages of loan origination: a machine learning approach
The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination phase.
Lenders scramble to get ahead of Italian fallback mandate
New law requiring robust fallbacks for Euribor will take effect on January 10
Credit derivatives house of the year: JP Morgan
Risk Awards 2025: Continued investment in credit has created a virtuous circle of growth, as cash products support derivatives, and vice versa
New climate inputs upset Commerz’s loan risk map
Integration of sustainability parameters into provision models shifts €16 billion of loans to stage 2
Knives out: court cases cleave apart creditor expectations
Diverging court rulings show pitfalls and potential of challenging controversial restructuring transactions
Valley National sees surge in delinquent CRE loans in Q3
Bank’s net charge-off rate more than doubles as $114 million in CRE loans become past due
HSBC’s China CRE provisions surge to cover one-fourth of book
Additional reserves and reduced exposure elevate ECL coverage for mainland portfolio
NYCB’s NPLs surge continues despite efforts to pare loan book
Soured loans up almost sixfold since start of the year
Why the Basel III rollback won’t halt US risk transfer deals
New structures could free up reserves as well as regulatory capital, says lawyer who helped launch market
Physical climate risk threatens 15% of EU banks’ property loans
Erste, Helaba, BPCE most exposed to chronic and acute risks linked to climate change
Delinquency rates bounce back at top US lenders
Weaker 2022 loans, tougher collections and seasonal factors push past-due loans higher in Q3
A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting
The authors put forward a default prediction model designed to make the analysis of complex, highly dimensional and imbalanced real-world bank data easier.
European banks search for consensus on credit spread risk
New EBA guidelines spawn diverging interpretations of which products must be assessed for CSRBB
Rate risk modellers relieved as EU deposits stay sticky
Banks feared retail deposits would be flightier than during previous periods of rate hikes
UBS Americas’ delinquent mortgages up sixfold post Credit Suisse merger
Share of delinquent exposures jumps to 1.2% of bank’s total real estate loan portfolio
HSBC’s stage 3 loans jump in H1 by most since pandemic
Deteriorating CRE loans in Hong Kong drive surge
No end of peer-to-peer demand for securities financing
After Archegos, buy side turns to fellow asset managers for diversity and liquidity in securities financing and repo
US banks endure climb in charge-off rates
Write-offs spread from consumer and CRE portfolios to other corporate lending
The boy who cried ‘outlier’: false alarms could dog EBA test
Analysis reveals banks deemed outliers by net income test are profitable post-shock, so how useful is the test?
Stage fright: lenders still struggling with IFRS 9 transitions
Divergence in how banks move loans between stages of impairment prompts regulators to push for more homogenous approach