Wall Street banks may be seeing a window to compete more aggressively in leveraged finance, as pressure builds in parts of the private credit market and policy expectations shift. A report by CNBC ...

Goldman Sachs CEO David Solomon called out private credit risk in his annual shareholder letter. Blue Owl, a private credit company, is down 39% this year. The risk of contagion is exacerbated by ...

A multicenter study in Spain developed a new predictive model for surgical risk in patients with cirrhosis that may improve the prediction of postoperative mortality. The surgical risk prediction ...

The estimation of marginal loan write-off probabilities is a non-trivial task when modelling the loss given default (LGD) risk parameter in credit risk. We explore two types of survival models in ...

The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to the requirements for credit risk professionals. This causes strain on ...

A new study suggests that lenders may get their strongest overall read on credit default risk by combining several machine learning models rather than relying on a single algorithm. The researchers ...

The last review (link here) of our "Live" Credit Only KISS & DRIP model portfolio was a pretty up-beat report, with it having turned in a strong month with a 2.1% total return. In short, a great start ...

Credit and liquidity risks are two main risks that affect the financial stability of banks. The relationship between these risks and stability remains a subject of debate in number studies. The ...

Falling income, slashed dividends and loan markdowns: the results from some of the most transparent private credit funds this week have done little to soothe investors concerned about cockroaches in ...

Marathon Asset Management founder and CEO Bruce Richards has raised alarm bells about the private credit sector’s heavy exposure to the software industry, warning that default rates in ...