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...
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
More Stress testing articles
Banks need more capital if they are to survive the worst eurozone scenarios being envisaged by some institutions, say Barry Schachter and Lance Smith
In an effort to meet liquidity coverage ratio (LCR) requirements contained in the new Basel III rules, banks are keen to maximise their level of retail deposits. Asia has a head start in this area because the region traditionally has a high savings culture,...
Big Four firm names new head of regulatory practice and two directors
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 were as dramatic as any being considered today...
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
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.
Hong Kong, 1st - 31st Dec 2014
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