- Sabine Lautenschläger: The European banking sector - a quick pulse check
15 November 2016
Speech by Ms Sabine Lautenschläger, Member of the Executive Board of the European Central Bank and Vice-Chair of the Supervisory Board of the Single Supervisory Mechanism, at the Euro Finance Week…
- Sound Practices for Loan Accounting and Disclosure
Standard or Guidance · 26 July 1999
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Guidelines | 26 July 1999 | Status: SupersededPDF full text…
- The nature of credit risk in project finance
Report · 6 December 2004
BIS Quarterly Review | 06 December 2004by Marco SorgePDF full text (66kb) | 12 pagesIn project finance, credit risk tends to be relatively high at project inception and to diminish over the life of…
- CCAR Loss Projection
Solution
The US Federal Reserve uses big data in its Comprehensive Capital Analysis and Review (CCAR) stress-testing process based on granular loan data used to project losses in each retail product.
- Big Data for Loan Portfolio Analysis
Solution
The analysis of retail loan portfolios using algorithms for processing large data arrays
- Stress Testing Tools (Pruebas de Tensión)
Data schema
Three automated macroprudential stress testing tools (Credit Risk, Corporate Risk, and Liquidity Risk) developed in collaboration with the IMF to assess banking system resilience under adverse…
- Advanced Credit Risk Analytics (EAD/LGD Models)
Report
A suite of empirical stress-testing and AI-supported credit risk models estimating Exposure at Default (EAD) and Loss Given Default (LGD) across the financial system.
- IDEA – Interactive Data Extraction and Analysis (CaseWare)
Solution
A transaction-level data analytics platform enabling full-population examination of datasets, enhancing supervisory audit depth through anomaly detection and statistical testing.
- iForest (Isolation Forest) – Anomaly Detection Tool
Solution
An unsupervised machine learning algorithm deployed within the SCR to automate data quality assurance by detecting anomalous credit data (e.g., interest rates, disbursed amounts, income levels, loan…
- ASIC’s regtech initiatives 2019–20
Report · 15 January 2021
ASIC's annual report documenting regtech promotion and internal suptech initiatives for 2019–20. COVID-19 pandemic shifted focus from public showcases to internal suptech trials. Report covers two…
- Technological innovation in bank supervision: How SupTech disciplines bank risk-taking
Blog · 20 March 2025
This March 2025 VoxEU column presents empirical research using data from the Central Bank of Brazil—a pioneer in SupTech adoption—demonstrating that supervisory technology effectively disciplines…
- Theodore Mitrakos: Distressed loans in the Greek banking system - restructuring portfolios, reviving enterprises
Speech · 31 March 2016
He highlights the Bank of Greece’s recent supervisory initiatives—stricter NPE management rules, the Code of Conduct for borrowers in arrears, targeted on-site reviews, segmentation studies, new…
- Automated Insights for Inspectors
Solution · 1 December 2021
MAS is developing tools to automate the data analysis process so that inspectors can analyse entire data sets instead of only relying on sampling. Inspectors will be able to focus on statistical…
- Financial Services Agency Japan trials machine learning to predict credit downgrades
Report · 17 June 2025
Japan FSA employed an innovative machine learning model to analyse granular loan data from regional banks alongside macroeconomic indicators to forecast credit risks. The regulator's recently…
- Leveraging Machine Learning to Enhance Credit Data Quality: Case Study of AI use by the Central Bank of Brazil’s Public Credit Registry
Case study · 21 August 2025
The BCB demonstrates how machine learning (ML) can revolutionise public credit registry operations by implementing automated outlier detection models to enhance data accuracy from financial…
- OSICredit: automating business processes for credit risk inspections
Solution · 1 January 2020
The ECB’s OSICredit provides end-to-end support to credit inspections, including on and off-site credit file reviews. The tool, which went live in 2020, simplifies inspectors’ work by processing…
- Asset Quality Review (AQR)
Solution · 30 June 2019
Kazakhstan's Agency for Regulation and Development of the Financial Market (AFRD/the Agency) conducts a regular Asset Quality Review (AQR) as a core component of its risk-based SREP supervisory…
- Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises
22 November 2020
We show that risk-mitigating incentives dominate risk-shifting incentives in fragile banks. We study security trading by banks, as banks can easily and quickly change their risk exposure within their…
- Cost of Soft Information and Lending Technology Choice
10 November 2021
Relationship lending has an advantage over transactions-based lending from the viewpoint of information richness. Although financial intermediaries use not only relationship lending but also…
- Public Credit Registries as a Tool for Bank Regulation and Supervision
Report · 20 April 2016
This paper is about the importance of the information in Public Credit Registries (PCRs) for supporting and improving banking sector regulation and supervision, particularly in the light of the new…
- Reliance on Third Party Verification in Bank Supervision
Report
We examine how third party verification of internal controls over financial reporting (ICFR) affects bank supervision by exploiting a change in size thresholds for required FDICIA-related internal…
- The Real Effects of Bank Supervision: Evidence from On-Site Bank Inspections
3 November 2020
We show that bank supervision reduces distortions in credit markets and generates positive spillovers for the real economy. Combining a novel administrative dataset of unexpected bank inspections…
- Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning
Report · 14 September 2025
Forecasting models based on machine learning (ML) algorithms have been shown to outperform traditional models in several applications. The lack of an easily interpretable functional form, however, is…
- Changing Contours of Risk Management in a Digitized Financial Space: The Future Started Yesterday
Report · 25 June 2019
The first wave of digitization has automated the front-end of banking institution, now it’s the turn for digitizing back-end and use technology in risk management for gaining a competitive advantage.…
Showing 25–48 of 55 resources.