Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive ...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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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
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Big Four firm names new head of regulatory practice and two directors
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.