PH charges double at OCBC in Q3

European regulators turn up the heat on model overlays

After warnings from EBA and BoE, risk managers urge ‘soul-searching’ on post-model adjustments

LINKED ARTICLES:

https://www.risk.net/risk-management/7958537/can-cre-credit-risk-models-cope-with-hybrid-working

https://www.risk.net/risk-management/7954386/ecl-model-forecasts-are-off-target-researchers-find

https://www.risk.net/risk-management/7952686/banks-temper-credit-loss-models-by-editing-covid-narrative

NTKs:

Both the and the expressed concerns

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PH - Singaporean bank’s counterparty credit risk up 28% to multi-year high