Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Stress testing articles
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?
Risk.net poll supports IIF deputy managing director Hung Tran's view that global economic recession stands head and shoulders above fears of Greek default and Italy/Spain bail-out
Eight banks fail EBA stress tests – but big CDS spread moves for European banks are seen as Italy-related
Brenda Boultwood of Constellation Energy talks about her approach to Enterprise Risk Management and stress testing
Reporting is key to competent risk management, yet is often neglected, New York Fed op risk specialist warns
Eddy Wymeersch calls for independent risk function at top level
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.