Tejas Joshi·Sep 10Running Bank Stress Tests Inside Oracle Autonomous AI Database: AI Scoring, Vector Search, and an…How we built a live credit stress-testing platform where the models, the vector search, and the natural-language layer all run inside…
Shayan Ilahi·Aug 22Selecting Macroeconomic Factors for Forward Looking PD Adjustments: A Two Step ApproachAn ECL model exists to do one thing: estimate the expected value of a credit loss. Expected value is a probability weighted average of…
Shayan Ilahi·Aug 18Time Value of Money in IFRS 9 ECL: Why the Simplified Approach Does Not Let You Skip ItThere is a conversation I keep having with clients, almost word for word every time. I raise time value of money in the ECL calculation…
Aayushi Gupta·Oct 26, 2025The RBI’s Move to Expected Credit Loss: A New Era for Indian BankingOver the past eight years, I’ve worked with banks across the US and Europe on implementing expected credit loss (ECL) frameworks — under…
Rudhra Kumar Thota·Oct 9, 2025Credit Risk and IFRS 9 ModelsCredit Risk and IFRS 9 Models, with examples to illustrate their application.A response icon1A response icon1
Yuvaraj Bhole·Sep 21, 2025IFRS 9 Credit Risk Modelling - Part 2: Engineering the 360° Risk ProfileA Defensible Feature Selection Framework
Abhinandan Kumar·Sep 1, 2025📉 When Lower Delinquencies Don’t Lower Risk: A PD Modeling Case StudyIn credit risk modeling, intuition can be misleading. Recently, I encountered a scenario where Probability of Default (PD) increased across…
Yuvaraj Bhole·Aug 14, 2025IFRS 9 Credit Risk Modelling - Part 3: Building the Benchmark PD Model with Logistic RegressionFrom Coefficients to Credit Decisions: A step-by-step guide to building an interpretable, regulator-friendly Probability of Default model.
Phu Nguyen·Mar 13, 2025From Privilege to Universal Access: How AI is Democratizing KnowledgeA friend recently asked me how to calculate provisioning using IFRS 9. This involves complex financial concepts such as Expected Credit…A response icon1A response icon1
