A review of Risk.net's coverage of stress tests and oversight
2015 stress test plans released with milder 'adverse' scenario
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Capital adequacy articles
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
GDF Suez Trading is already used to coping with financial rules that are soon to be extended to many more European energy traders. Its chief risk officer, Nico Van Wayenbergh, speaks to Gillian Carr
Paper of the year: JD Opdyke and Alexander Cavallo
Mix and match
From Manila to Basel
India finance minister proposes setting up a financing entity to help raise capital for state-owned banks through bond issuance
The head of the Philippine central bank explains how Basel III has a “perverse” impact on countries with strong fiscal discipline and why the Sifi designation is less important than rigorous reg...
Reporting under market-consistent framework would assist transition to new regime, says DNB
Capital levels hold up despite euro crisis as insurers de-risk
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.