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?
A popular copula
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
Changing the rules
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
Regulators keen to see evidence of how institutions identify emerging risks in next round of stress tests
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
Black swan events affecting energy markets put stress testing to the test
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
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 development of an offshore renminbi equities market in...
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
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 from the move to central clearing as well as the specific...
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 slowdown in global economic growth.
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
Eiopa launches second insurer stress test