Tests will not be based on QIS 5 calibrations, says Montalvo
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports
The risks of political uncertainty
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