The correlation of operational risk with economic scenarios

marcelo-cruz-morgan-stanley-2010

Since the Lehman Brothers collapse and financial crisis in 2008, regulators, investors, lawmakers and the public in general have repeatedly demanded that banks prove their financial health, particularly in a stressed economic environment. US and European regulators have established a more formal procedure, which periodically requires banks to stress test their capital base given a certain scenario. This scenario is expressed in macroeconomic factors and financial indicators, and regulators

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