Stress-testing
Ignore Eiopa's stress test results at your peril
Worst-case scenario looks worryingly possible
FVA, correlation, wrong-way risk: EU stress test’s hidden gems
How much margin is missing in sovereign swaps? The stress test had the answer
EU insurance stress tests reveal industry vulnerability to ‘Japanification’
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
Stress tests and capital adequacy: the story so far
A review of Risk.net's coverage of stress tests and oversight
Examining the current state and future direction of enterprise stress testing
Content provided by IBM
EU stress tests see €46bn trading loss for G-Sibs
Estimated losses are lower than in last crisis, analysts say
25 banks fail ECB stress check on financial health
Finances still need to be fixed across the EU, tests find
Fed reassures US banks on adverse scenario choice criteria
2015 stress test plans released with milder 'adverse' scenario
BlackRock overhauls scenario analysis approach
New approach introduced six months ago, as event risk increases
EBA's Enria: stress tests complicated by multi-speed CRR
State-specific timelines are making it difficult to compare data
Large hedge funds highly exposed to asset-backed securities
Biggest funds also exposed to US junk corporate debt
Fed, CFTC officials back standard stress tests for CCPs
Tarullo and Wetjen say regulators should set standards for CCPs
Regulators plan standard stress tests for CCPs
Stress testing a "priority topic" for CPMI-Iosco as it launches working group
Culture clash: The reasons behind risk culture failure
The dangers of complacency, excessive risk and management failures
CCPs criticise JP Morgan clearing white paper
CME, Eurex, LCH.Clearnet: no need for new loss funds or more CCP capital
General covariance, the spectrum of Riemannium and a stress test calculation formula
This paper proposes a formula for a market stress test of a portfolio.
Black box blues: Fed starts model validation row
"They all fall short," says one expert, as banks try to vet vendor models
Fed orders banks to break open black boxes
Banks struggling to prise information out of vendors after Fed clamps down
Success in Fed stress tests comes with a cost
One bank that passed 2014 test has 50 things to fix before January
In-depth introduction: Stress tests
Fed using CCAR to wield threat of dividend restrictions
Eiopa chairman: stress tests 'preventative' not a 'repair tool'
'Capital is not the answer to everything,' says Bernardino
Eiopa tests insurers' resilience to sovereign stress
Firms to apply sovereign crisis and 'Japanification' scenarios
Stress tests prompt NPL rethink
Banks expected to sell NPLs to improve stress-test resilience
Portfolio construction and systematic trading with factor entropy pooling
Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and Marcello Colasante introduce a technique that…