Bank supervisors should focus on improving internal stress-testing all year round
Mizuho International CRO thinks front line and risk management must act in partnership
Panellists at Bank of England forum urge asset managers to take more open approach
More Stress testing articles
Fed stress tests are a "perfect storm of pressure"
Tests should link banks and real economy, say ECB's Constancio and BoE's Brazier
Stress tests designed to move counter-cyclically with financial cycle
Increase in notionals among US hedge funds bucks trend seen globally
The authors of this paper develop a Bayesian-based credit risk stress-testing methodology.
The authors of this paper present a cross-sectional stress test analysis of major US banks.
Concern that historical price series volatility will not reflect jump-to-default risk
SEC stress tests provide foresight of damaging scenarios and increase time to react
This paper is concerned with stress testing the Vasicek model by extending the correlation structure for nondefault ratings. Two models are proposed.
Solvency II has its weaknesses, says writer and consultant René Doff
Bank fell short this year on qualitative op risk governance issues
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.