Stress testing
OpRisk Europe: EBA calls for common approach on CRD
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
The extreme market-moving events of this year are causing risk managers to revisit the basics of stress testing – how often, which factors to include, and how sensitive and specific to make them. Is...
The ability of banks to use their own internal models for determining stressed PDs and LGDs mean the results will not be comparable, bankers claim
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How banks needs to consider their IT infrastructure
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More Stress testing articles
The culture of stress testing
Many financial institutions are putting greater focus on stress testing, but most will require a cultural adjustment for it to become an effective part of the risk management process, argues David Rowe
Fed to kick off annual stress-testing programme 'towards end of the...
FRB building models to compare and benchmark bank results from late 2011
HKEx secondary market facility needs to withstand extreme offshore CNY...
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 development of an offshore renminbi equities market in...
Impact of regulatory reform only 50% understood, warns KPMG's Topping
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 speakers at industry event in Hong Kong. Intra-day data and...
Eiopa’s Bernardino: stress tests are Solvency II trial run
The stress tests planned for European insurance companies later this year are meant as a trial run for new regulatory oversight, not to assess capital levels, according to Gabriel Bernardino, chair of the newly created European Insurance and Occupational...
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
Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’...
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 from the move to central clearing as well as the specific...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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