by Jonathan Leonardelli, FRM | Mar 11, 2019 | CECL
I don’t know about you, but I find caterpillars to be a bit creepy[1]. On the other hand, I find butterflies to be beautiful[2]. Oddly enough, this aligns to my views on the different stages of data in relation to model development. As a financial institution (FI)...
by Jonathan Leonardelli, FRM | Feb 4, 2019 | Data
An article published by the Wall Street Journal on Jan. 30, 2019 got me thinking about the challenges of using unstructured data in modeling. The article discusses how New York’s Department of Financial Services is allowing life insurers to use social media, as well...
by Dr. Jimmie Lenz | Jan 22, 2019 | Private Capital Forecasting
A significant consideration in several aspects of Private Equity and Private Debt has been attributed to the liquidity (or lack thereof) of these investments. The liquidity factor has been cited as a basic investment decision, influencing complex pricing, return of...
by Philip Lawton | Sep 5, 2017 | Regulations
Calculating expected credit losses under IFRS 9 is easy. It requires little more than high school algebra to determine the aggregate present value of future cash flows. But it is not easy to ascertain the key components that are used by the basic equation—regardless...
