- Joachim Wuermeling: Machine learning in risk models – brontobytes and Brontosauruses
Speech · 27 May 2024
Speech by Prof Joachim Wuermeling, Member of the Executive Board of the Deutsche Bundesbank, at the Bundesbank-BaFin (Federal Financial Supervisory Authority) FinTech Festival, Berlin, 19 May 2022.…
- Basel Committee proposes measures to reduce the variation in credit risk-weighted assets
Standard or Guidance · 24 March 2016
This 2016 consultative paper, Reducing variation in credit risk-weighted assets, marks a strategic retreat from the unconstrained use of Internal Ratings-Based (IRB) approaches that characterized…
- Joint Forum final release of "Credit risk transfer" paper
Report · 30 July 2008
Released at the dawn of the 2008 financial crisis, this Joint Forum report provides a forensic analysis of the Credit Risk Transfer (CRT) markets, focusing on the rapid innovation of instruments like…
- Offsite Supervision System
Solution
Autorité des Marchés Financiers (AMF) in Québec, Canada designed its solution to serve as an Offsite Supervision System which streamlines many of the operational, cybersecurity, and data integrity…
- The disciplining effect of bank supervision: evidence from SupTech
Report · 8 April 2025
The study reveals that suptech effectively disciplines bank behaviour, based on an analysis of the Central Bank of Brazil's (BCB) early warning system. The BCB's suptech application assesses…
- Multi-Agent Chatbot for Policy Analysis & Coding assistants
Video
The Bank of Thailand has integrated generative AI into its financial policy and operational frameworks, notably through a multi-agent chatbot and coding assistant. The chatbot simplifies complex…
- European Central Bank (ECB) publishes final revised guide to internal models.
19 February 2024
he ECB has updated the Guide to internal models, covering general topics, credit risk, market risk and counterparty credit risk, after public consultation. The revisions to the Guide clarify how…
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