Stress-testing
DFAST 2026: SCB freeze denies 16 banks capital relief
Lower DFAST depletion would have cut buffers for many, but First Citizens avoids higher SCB
Six banks fall short of full DFAST buffers
DB USA and HSBC North America post largest all-in CET1 shortfalls, while new entrant First Citizens also misses
Fed to move tailored-capital goalposts soon, says Bowman
Banks hope agencies will index triggers for harsher capital rules to economic growth
Crisis? Which crisis? How ECB stress test failed to see Strait
Banks were told to design geopolitical shock scenarios, but some focused mainly on tariffs
Correlation breaks and hidden exposures test the risk framework
Market risk leaders are adapting risk frameworks, portfolio surveillance and escalation processes in a more fragmented and reactive market environment
AmEx posts highest LCR among US banks on return to disclosure
Retail and contractual flows dominate 30-day stress scenario
Stress-tested: building operational resilience that sticks
Practical insights to closing the gap between regulatory expectations and operational reality
Derivatives flow spike reshapes Al Rajhi Bank’s liquidity profile
Sudden jump in stressed inflows and outflows cuts net cash outflows to lowest level since 2021
Hopes, fears and ‘mass confusion’: the sudden end of SR 11-7
Banks welcome chance to prioritise model reviews, but fret over future policy changes and AI
EBA proposes drastic overhaul to supervisory data reporting
Revamp will cut back the number of datapoints and integrate overlapping reports
Metal rally lifts LME stress losses to record levels
Stress losses and liquidity obligations hit records in Q4
Top 10 op risks 2026: Cyber stays top, AI risk enters at fifth
Third-party and outsourcing risk climbs to third; fraud and fincrime edge out geopolitical risk
Interest rate crosswinds buffet IRRBB teams
Political intervention and rapid-fire law changes are skewering bank models for forecasting cashflows
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Macro shocks prompt reset in Apac risk management
Leading institutions are rethinking stress-testing, liquidity management and market risk strategies to remain resilient in an era of uncertainty
Stressed liquidity flows swell at Canadian banks
Derivative and repo activity push up LCR cash flows at RBC, TD and Scotiabank
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.
DFAST 2026 softens again, but SCB freeze blocks capital gains
Banks to miss out on any capital relief from gentler scenario
Rethinking model validation for GenAI governance
A US model risk leader outlines how banks can recalibrate existing supervisory standards
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
ALM has no formal role in capital planning at a third of banks
Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility
Pinnacle-Synovus merger could create cat IV bank by year-end
$100bn threshold breach looms, but Fed’s Bowman plan could blunt impact