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.
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Stress testing articles
Spanish banks continue to depend on European Central Bank after stress tests exposed capital shortfalls
Goldman Sachs investor survey suggests 10 of the 91 banks will fail, requiring an extra €37.6 billion in capital
Observers are expressing doubts over how useful the latest round of Cebs stress tests for European banks will be.
LONDON – The Committee of European Banking Supervisors (Cebs) has issued its Report on national implementation of Cebs high-level principles for remuneration policies, finding “considerable progress...
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
Supervisor looking at range of issues as part of broader look at big banks, including compensation, compliance, and capital
Significant gaps in the stress-testing practices of Lehman Brothers led the US bank to take on excessive risks in its real estate portfolio it might otherwise have avoided, according to a detailed report...
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.