European Banking Authority chief says speculation on results of European stress test are “completely unfounded”
Brenda Boultwood of Constellation Energy talks about her approach to Enterprise Risk Management and stress testing
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Stress testing articles
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
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
FRB building models to compare and benchmark bank results from late 2011
HKEx says its proposed renminbi secondary market liquidity support mechanism for renminbi listed stocks is undergoing stress tests to ensure the facility is sizeable enough to support the healthy de...
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speaker...
Eiopa’s Bernardino: stress tests are Solvency II trial run
New regime will introduce regular capital tests - insurance industry doesn't have credibility problem, Eiopa chair says
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge fro...
Fitch Ratings believes the cost of funding for Taiwanese banks could jump nearly 200 basis points should Taiwan or China property prices fall sharply. The country's banks are also prone to any slowd...
Ireland's chief regulator has provided more detail on the recent stress tests carried out by the central bank of Ireland and plans to increase the powers of the body
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.