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
PPF consults over basing the majority of levy payments on the level of scheme’s risk
Tackling section 165
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 perspective on the importance of liquidity stress testing...
Increased borrowing reflects fears on country's banking sector.
Spanish banks continue to depend on European Central Bank after stress tests exposed capital shortfalls
Sarah Dahlgren to succeed William Rutledge at end of year
ECB denies claims stress test scenarios were not severe enough
Institutions in Germany, Spain and Greece would be unable to maintain capital levels under “adverse scenarios”
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.
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
The unprecedented economic crises have highlighted the limitations of traditional risk models and siloed approaches to risk management. Stress testing has been identified as a critical tool of risk management and, in this article, Oracle gives a practical...
Swiss Financial Market Supervisory Authority and the Swiss National Bank clamp down on UBS and Credit Suisse through stricter liquidity regime
Operational risk to be included in future stress tests by the UK regulator.
Raj Singh, chief risk officer at Swiss Re, talks to Alexander Campbell
Supervisor looking at range of issues as part of broader look at big banks, including compensation, compliance, and capital