Bankers bristle over impending Cebs stress-testing guidelines

Firm-wide stress testing can take up to seven months, said Piers Haben, chairman of the Committee of European Banking Supervisors' (Cebs) workstream on stress testing, speaking at a public hearing held on March 10 by the committee.

Banks continue to grapple with the evolving regulatory requirements on stress tests in the wake of the crisis. Industry representatives voiced concerns that the guidance, to be used under Pillar II of the Capital Requirements Directive within the Internal Capital

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The new rules of market risk management

Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net…

ETF strategies to manage market volatility

Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…

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