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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Stress testing articles
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...
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...
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
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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