Stress tests have become a more important part of the risk manager’s toolkit since the financial crisis reminded banks and regulators how difficult it is to model the tail of the loss distribution –...
Foreign banks in US must set up holding companies with ring-fenced capital
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Stress testing articles
As a consequence of the 2007-9 financial crisis, the regulatory authorities now oblige banks to carry out reverse stress tests. This new instrument in the stress test toolbox aims to find those scenarios...
Deputy comptroller gives sneak-preview of possible systemic threats that will be highlighted in a forthcoming OCC report
Stress test struggle
In the know
The use of stress testing for risk monitoring has increased considerably over the last decade. Stress testing - a simulation technique used to assess the strength of a portfolio or a financial institution...
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
For a few dollars more
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.