Stress-testing
Cutting edge introduction
A popular copula
Global economic growth concerns outweigh Greek default and Spain/Italy bail-out fears: Risk poll
Risk.net poll supports IIF deputy managing director Hung Tran's view that global economic recession stands head and shoulders above fears of Greek default and Italy/Spain bail-out
Big bank CDS moves blamed on Italy, rather than stress tests
Eight banks fail EBA stress tests – but big CDS spread moves for European banks are seen as Italy-related
European stress tests not complete; EBA’s Enria
European Banking Authority chief says speculation on results of European stress test are “completely unfounded”
Constellation's Boultwood talks ERM and stress testing
Brenda Boultwood of Constellation Energy talks about her approach to Enterprise Risk Management and stress testing
OpRisk Europe: Implementation is key
Changing the rules
Emerging risk detection continues to pose dangers
Regulators keen to see evidence of how institutions identify emerging risks in next round of stress tests
OpRisk Europe: Reporting key to competent risk management
Reporting is key to competent risk management, yet is often neglected, New York Fed op risk specialist warns
OpRisk Europe: clear risk lines vital, Wymeersch says
Eddy Wymeersch calls for independent risk function at top level
OpRisk Europe: EBA calls for common approach on CRD
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
Stress testing under stress
Black swan events affecting energy markets put stress testing to the test
Comparability of EBA stress tests questioned
The ability of banks to use their own internal models for determining stressed PDs and LGDs mean the results will not be comparable, bankers claim
The culture of stress testing
Stress-testing culture
Fed to kick off annual stress-testing programme 'towards end of the year'
FRB building models to compare and benchmark bank results from late 2011
HKEx secondary market facility needs to withstand extreme offshore CNY liquidity crunch
HKEx says its proposed renminbi secondary market liquidity support mechanism for renminbi listed stocks is undergoing stress tests to ensure the facility is sizeable enough to support the healthy development of an offshore renminbi equities market in…
Impact of regulatory reform only 50% understood, warns KPMG's Topping
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speakers at industry event in Hong Kong. Intra-day data and new…
Eiopa’s Bernardino: stress tests are Solvency II trial run
Eiopa’s Bernardino: stress tests are Solvency II trial run
Eiopa's Bernardino: stress tests are Solvency II trial run
New regime will introduce regular capital tests - insurance industry doesn't have credibility problem, Eiopa chair says
Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the move to central clearing as well as the specific…
Taiwanese banks exposed to domestic property and China risks, says Fitch
Fitch Ratings believes the cost of funding for Taiwanese banks could jump nearly 200 basis points should Taiwan or China property prices fall sharply. The country's banks are also prone to any slowdown in global economic growth.
Irish regulator lacked 'capacity and will' pre-crisis admits Elderfield
Ireland's chief regulator has provided more detail on the recent stress tests carried out by the central bank of Ireland and plans to increase the powers of the body
Eiopa launches second insurer stress test
Eiopa launches second insurer stress test
EBA’s Huertas: credible stress-test is first task
Taking the strain
Stressed in Monte Carlo
Stressed in Monte Carlo