Early Warning®’s Post

Many FIs rely on tools that use consumer data 📊 to inform risk assessments - and although such tools are valuable, they can add another layer of complexity. When consumer data comes into play, FIs need to make sure they're managing the data responsibly, in compliance with the Fair Credit Reporting Act (FCRA). 📝 So, what is the FCRA? When can your FI use a non-FCRA vs. an FCRA risk assessment solution? And what are the benefits? 🤔 💡 Swipe through for the answers to all this and more and read our recent blog for the full breakdown. https://lnkd.in/gctCJANq

I recently discussed with Celeste T. from Risk.net about recent competitive trends across the credit risk sharing market. Article available here: https://lnkd.in/eUY7UQeC #CRT #SRT #RiskSharing #Securitisation

In a recent publication in Risk.net S&P Global Market Intelligence explores possible credit contagion effects from the corporate sector to real estate by using S&P Global Ratings’ research and underlying data to formulate clients’ own views on risks in the sector. Learn more: https://okt.to/oKi2hc

In a recent publication in Risk.net S&P Global Market Intelligence explores possible credit contagion effects from the corporate sector to real estate by using S&P Global Ratings’ research and underlying data to formulate clients’ own views on risks in the sector. Learn more: https://okt.to/oKi2hc

The key trends and challenges in today's XVA and counterparty credit risk environment

NQ Projection for current trading week. These are only daily levels to keep an eye on for possible setups on the lower timeframes. Dont just enter blindly, make sure you have entry confirmations with proper risk management. (1-3% on person accounts or 0.1 - 0.5% on prop firms)

We would like to thank Celeste T. from Risk.net for the feature article ‘Risk transfer and the shift from camaraderie to competition’ where Alastair Pickett, Co-Portfolio Manager of our Credit Risk Sharing Strategy is quoted discussing his view on the evolving and more competitive SRT market. https://lnkd.in/e9fTWddV #SRT #structuredfinance #risksharing #capitalrelief #risktransfer

Both financial institutions and their regulators must deal with risk concentrations, observable and hidden. How to identify the hidden risk concentrations? Read Alla Gil's latest #GARP which offers brilliant insights. https://lnkd.in/ejTcr-vM

AFM SHOT 3💡 Hey folks!!! So in the last post we were discussing about risk of portfolio..What do you mean by risk.Looking at the attached picture which security do you think is more riskier A/B There is an obvious answer to it ; Security B. What logic brought you to this conclusion- Probably , fluctuation📈 So risk is all about fluctuation and in statistical terms it means deviation from mean. Therefore, the formula for calculation of risk of a single security would be nothing but calculating it's deviation (as studied in foundation ) For a portfolio as there are multiple securities which tend to offset each other's deviation. So risk of portfolio is lesser than the weighted average of risk of individual securities. The formula for risk of portfolio is σp^2 =( σA )^2 + (σB)^2 + 2 (σAwA) ( σBwB) corrAB

With up to 95% accuracy in key risk related categories, our categorisation powers some of the industries most advanced credit & risk solutions. Gain a deeper understanding of your customers' spending, saving and earning through real-time, categorised transaction data👇 https://lnkd.in/eVwFng_U #Atto #Categorisation #BankStatement #PredictiveModelling #CreditRisk