How firms and regulators are responding to pressures highlighted by November survey
A review of Risk.net's coverage of stress tests and oversight
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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
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.
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.