European Banking Authority unveils timeline for second round of EU-wide stress tests with launch set for Friday; first executive director and internal committee named
Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Stress testing articles
Fund’s Global Financial Stability Report and World Economic Outlook updates show concern over insufficiency of eurozone stress tests, links between banking and sovereign risks
2011 stress tests will struggle for credibility
The ultimate risk – flawed liquidity risk management
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
Profile: Alessandro Canta
PPF consults over basing the majority of levy payments on the level of scheme’s risk
Pay more attention to unknown unknowns, Debelle advises
Offering highly secure, high-availability software solutions that meet the trading industry’s needs for intensive transaction processing, advanced analytics and modelling, Sybase provides some per...
Increased borrowing reflects fears on country's banking sector.
Spanish banks continue to depend on European Central Bank after stress tests exposed capital shortfalls
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.