Lifetime loan forecasting has become essential to lender risk management and profitability. Loan-pricing models require forecasts over the life of the loan. Current expected credit loss (CECL) ...

The spread between two related energy prices is a very important quantity throughout energy finance. Of particular interest are spreads between different energy types, different delivery points ...

Traders typically create mean-reverting systems to capture gains in anticipation of prices moving from their current levels to their long-run average levels. This week, we discuss whether to choose ...