Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

In the nation's rapidly evolving debt market, clarity on the understanding of the probability of default (PD) is critical for every investor aspiring to invest in bonds. Whether you are investing in ...

eSpeaks’ Corey Noles talks with Rob Israch, President of Tipalti, about what it means to lead with Global-First Finance and how companies can build scalable, compliant operations in an increasingly ...

Dr. James McCaffrey of Microsoft Research demonstrates applying the L-BFGS optimization algorithm to the ML logistic regression technique for binary classification -- predicting one of two possible ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end program that explains how to perform binary classification (predicting a variable with two possible discrete values) using ...