A chief executive officer’s guide to building competitive advantage through next-generation enterprise risk management, by Rob Wyle, head of ALM product management at Moody’s Analytics
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...
More Stress testing articles
Deputy comptroller gives sneak-preview of possible systemic threats that will be highlighted in a forthcoming OCC report
The financial crisis has been marked by episodes of extreme illiquidity, affecting everything from collateralised debt obligations to government bonds, but there has been little attempt to reflect these risks in stress tests. Some banks are building tests...
Rudi Bonte at Belgium’s central bank understands twin peaks supervision, having worked through its implementation there. And as a member of the Basel Committee and the European Banking Authority, he knows what to expect from Basel III and European standards....
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.
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