Stress testing
Eurozone scenario analysis goes microscopic
When Risk first wrote about scenario analysis of the eurozone debt crisis in June 2010, banks were sketching out a variety of outcomes and then attaching rough market moves to them. The scenarios themselves...
Despite the remarkable advances made over the past 25 years, David Rowe argues the industry’s existing risk models are not fit for purpose when it comes to stress testing and analysis of tail risk
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Stress testing articles
Sovereign risk poses greatest threat to European insurers
Eiopa stress test shows threat to insurers of low interest rates
Eiopa to perform insurer stress test next year
Tests will not be based on QIS 5 calibrations, says Montalvo
Allianz CRO: industry and regulators ‘in denial’ over solvency levels...
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
EBA stress test: €3.4 billion error in BPCE's derivatives exposure to...
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
Margin models converge as CCPs battle for dealer support
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 clearers have begun to converge. Matt Cameron reports...
Eurozone debt crisis: facing up to the risks of political uncertainty
The eurozone debt crisis requires a political solution, but markets are losing faith in politicians’ ability to provide it. By Alex Monro
AMA and loss data collection on the rise at US banks
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Finding the Right Path to Hedge Accounting
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
- Anti-Money Laundering when transaction monitoring is not sufficient
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