Regulators criticised for reticence over why they rejected some test results
Banks and regulators urged to up their game in stress tests and scenario analysis
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Bank of England to apply price shocks based on unwind periods
ABSTRACT The Great US Recession of 2007-9 offers a unique opportunity to analyze the performance of credit risk models under conditions of economic stress. We evaluate three potential sources of model...
Diverse products and risk profiles make standardised stress testing difficult
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
How firms and regulators are responding to pressures highlighted by November survey
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
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
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.