A review of Risk.net's coverage of stress tests and oversight
How much margin is missing in sovereign swaps? The stress test had the answer
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Stress testing articles
Sponsored webinar: IBM Risk Analytics
Finances still need to be fixed across the EU, tests find
2015 stress test plans released with milder 'adverse' scenario
State-specific timelines are making it difficult to compare data
Biggest funds also exposed to US junk corporate debt
Tarullo and Wetjen say regulators should set standards for CCPs
The dangers of complacency, excessive risk and management failures
This paper proposes a formula for a market stress test of a portfolio.
'Capital is not the answer to everything,' says Bernardino
Firms to apply sovereign crisis and 'Japanification' scenarios
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.