Estimated losses are lower than in last crisis, analysts say
Finances still need to be fixed across the EU, tests find
2015 stress test plans released with milder 'adverse' scenario
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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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
Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia ...
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.