Stress testing with fully flexible causal inputs
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...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Stress testing articles
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
For a few dollars more
Big Four firm names new head of regulatory practice and two directors
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Sovereign risk poses greatest threat to Euro insurers
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
The risks of political uncertainty
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
A risk too far?
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.