Risk and Credit Management
The 2018 stress tests and IFRS 9: How will traditional banks be affected?
Stress test measure a bank’s reaction (in terms of earnings, capital and liquidity) to a hypothetical macroeconomic scenario. The 2018 edition was launched in January and banks are expected to provide their preliminary projections by the end of June. Full results for will be disclosed in November.
The impact of forward-looking assessments provided by the IFRS9 on credit portfolios
The introduction of forward-looking expectations in the credit risk assessment could give rise to an increase of the provisions’ volatility on banking financial statements.
Credit pricing in the light of IFRS 9 regulations
The impact of the IFRS 9 impairment model on the financial statement will be correlated to the adequacy of the pricing assessment at the time of disbursement.
Simulation of the impacts of IFRS 9
Quantification of the increase in provisions for loans to Italian private individuals and SMEs.
New ECB guidelines on NPLs: impacts on risk management
Banks will need to define a roadmap of actions, with the development of a Credit Information Framework as its first pillar, aimed at developing the industrial management of non-performing loans (NPLs).
Forward looking approach in the risk assessment of companies
How to integrate a forward looking component in the risk assessment of companies into lending and credit management processes using an automated simulation tool.
Credit Impairment in IFRS 9: Challenges and Solutions
A guide to help increase the knowledge of industry operators regarding the implementation of the new IFRS 9 standard.
Debt collection: new methods for navigating the complexities - Collection Survey 2014
Three years on from the 2011 Collection Survey, CRIF has revisited the debt collection situation in Italy to analyze any changes to the market and approach of operators, as well as the needs and challenges for the different industries.
"Consumer credit during the crisis: evidence from contracts" - Bank of Italy Occasional Paper
This paper is the result of collaboration between the Bank of Italy and CRIF, and is part of the “Questioni di economia e...
“2014-2015: the point of view of Italian Financial Risk Managers” - CRIF study
On the occasion of the IX AIFIRM Convention, CRIF produced a study of the banking and financial market in Italy, based around...