Stress-testing
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
Credit Risk USA: Real estate, rates and bank competition a concern, says OCC
Deputy comptroller gives sneak-preview of possible systemic threats that will be highlighted in a forthcoming OCC report
Stress test struggle: separating liquidity and market risks
Stress test struggle
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
US debate grows over value of stress testing
Stress test dummies
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
OpRisk North America: Too much confidence in risk models, OCC’s Levonian warns
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Stronger defences needed: stress testing a eurozone break-up
For a few dollars more
Quants weigh up VAR's flawed alternatives
VAR at risk
Deloitte appoints three experts to banking and securities team
Big Four firm names new head of regulatory practice and two directors
Eurozone scenario analysis goes microscopic
Familiarity breeds content
Bank models are built on foundations of sand
Foundations of sand
Risk managers complain about Fed stress test workload
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Sovereign risk poses greatest threat to European insurers
Sovereign risk poses greatest threat to Euro insurers
Eiopa to perform insurer stress test next year
Tests will not be based on QIS 5 calibrations, says Montalvo
Allianz CRO: industry and regulators ‘in denial’ over solvency levels
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
EBA stress test: €3.4 billion error in BPCE's derivatives exposure to France
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
Margin models converge as CCPs battle for dealer support
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports
Eurozone debt crisis: facing up to the risks of political uncertainty
The risks of political uncertainty
AMA and loss data collection on the rise at US banks
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
Can risk managers take action against sovereign meltdown?
A risk too far?