The latest from Ian Lampl

- by Ian Lampl, LoanStreet

Step two: Risk vs. return assessment methodology

In our previous article related to measuring nonprime returns and associated risks, we addressed the importance of having a consistent quantitative framework for measuring return and risk. Having a risk-return ...

- by Ian Lampl, LoanStreet

Measuring nonprime returns and risks

Currently many financial institutions find themselves having excess liquidity and are experiencing net interest margin (NIM) compression. In response, ideas to enhance yield through riskier investments and/or expanding credit ...

- by Ian Lampl, LoanStreet

Participate smarter with better analytics

Lending institutions clearly need analytics of all sorts when evaluating their own loan book: static analyses of concentration and associated risk, backward-looking performance analytics, and forward-looking performance forecasts. Why then ...

- by Ian Lampl, LoanStreet

Participate in the fight against NIM compression

During the past year, net-interest margin (NIM) compression has become a pervasive challenge for many credit unions.  More broadly, many credit unions are experiencing difficulty generating sufficient revenue because of ...

- by Ian Lampl, LoanStreet

Proactive risk management using participations

Even before COVID-19, risk management was receiving renewed focus at many institutions. While the general principles and goals of risk management have been relatively static, technology, techniques and the potential ...