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...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Stress testing articles
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
Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
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
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.