Risk.net

Risk Quantum

Data insights, delivered daily

i

Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

2019 stress tests are a doddle

US banks breezed this year’s Federal Reserve stress tests, with the participants’ aggregate post-stress capital ratios higher than in 2018. All 18 firms that underwent the Fed’s severely adverse scenario, the toughest round of the annual Dodd-Frank stress tests, reported stressed capital and leverage ratios well above regulatory minimums.

Read the full article

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: