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Featured Insights

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ARTICLE

Liquidity Coverage Ratio: Top-down Stress Testing

The Basel Committee on Banking Supervision (BCBS) has developed two standardized liquidity measures intended to gauge and regulate liquidity risks. The first measure is called the Liquidity Coverage Ratio (LCR) and indicates the short-term liquidity risks.

NEWSLETTER

Newsletter: Featured Insights Series - Issue 6 | July 12 2021

Rolling public health restrictions, the ebb and flow of COVID-19 infections have forced Ontario to a K-shaped recovery. Certain sectors continue facing difficulties whilst other areas are largely insulated such as retail, manufacturing, construction, the resale homes and related sectors.

newsletter, secondquarter, loan, book

NEWSLETTER

Newsletter: Featured Insights Series - Issue 5 | May 07 2020

Ontario’s 2020 macroeconomic results tell us that the worst has been avoided. Initial estimates suggested contraction in the GDP by 9.0% vs. 5.7% (realized). Better than expected results can partially be attributed to red-hot real estate market as was evidenced by growth in housing starts.

ARTICLE

Canadian Credit Unions: Regulatory Accreditation of ICAAP Solution

BankingBook Analytics (BBA)’s model-based ICAAP solution is now accredited by Canadian regulatory authorities. Our solution is developed in compliance with the local and international regulatory requirements.

NEWSLETTER

Newsletter: Featured Insights Series - Issue 4 | March 2021

Digital migration is now a key cost reduction lever for banks and credit unions. In the Post-COVID phase of customer migration from branch to digital, every aspect of face-to-face and voice-to-voice interaction needs to be mapped and evaluated for digitization.

ARTICLE

Blowing the Whistle on Bad Profits

In this bi-monthly LI article, I discuss various issues surrounding the different perspectives of managing expected return, i.e., from debt holders and shareholders viewpoints and propose how the two conflicting views can be converged and what tradeoffs are required.

bankingbook, loanbook, riskreturn, ecap, CAPM, beta, banks, creditunionsrock

ARTICLE

CEO’s Year-end Message: Giving Control Back to Our Clients

Our goal, our vision as a firm is to help mid-sized financial institutions get the control back by developing affordable, customized analytics software in a fundamentally better and more convenient way. The entire experience is aimed at building trust and improving the return on investment. At the start of 2020, we embodied a purpose statement for our firm - articulating what each of us has long felt is our firm’s reason for being

ARTICLE

Integrating Macroeconomic Scenarios in Stress Testing Workflow

This article describes how an advanced testing methodology can protect financial institutions from the risk of unknown shocks by integrating alternative macroeconomic scenarios into their stress testing workflow.

CreditUnions, Banks, Stress Testing, Federal Reserve, Bankingbook, Analytics_bb, Fintech, Analytics

NEWSLETTER

Newsletter: Featured Insights Series - Issue 3 | November 2020

Generally speaking, Canadian credit unions and mid-sized banks are well-capitalized. So, the question really becomes what are the benefits of implementing Economic Capital ECAP system?

EconomicCapital, CreditUnions, Finance, Management

ARTICLE

Managing Mortgage Prepayments Using Logistic Regression

As rates drop, lenders are likely to see a flurry of requests to switch mortgages. Mortgage redemptions could be expensive from many aspects. For starters, a mortgage repayment can leave a lender with out-of-pocket charges,

CREDIT RISK, PROCESS REDESIGN