Stress-testing
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
EBA stress tests: adverse scenario toughened up
Stress tests underway for European banks use harsher adverse scenario and tighter capital rules than tests carried out last year
Reverse stress tests with bottom-up approaches
Research Papers
CPSS-Iosco proposes risk standards for CCPs
Central counterparties should be ready for failure of one or two largest customers, regulators suggest
EBA to launch new stress tests
European Banking Authority unveils timeline for second round of EU-wide stress tests with launch set for Friday; first executive director and internal committee named
EBA stress tests start tomorrow
Banks to be given details by end of Friday
€100 billion of caja loans could go bad: Bank of Spain
Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
Stressed VAR questioned by risk managers
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
IMF uneasy on nagging weakness of eurozone’s banks
Fund’s Global Financial Stability Report and World Economic Outlook updates show concern over insufficiency of eurozone stress tests, links between banking and sovereign risks
EBA plans new round of stress tests
New European Banking Authority announces second round of stress tests for European banks at opening meeting
2011 stress tests will struggle for credibility, say experts
2011 stress tests will struggle for credibility
The top 10 operational risks to watch in 2011
Batten down the hatches
Sponsored feature: The ultimate risk – flawed liquidity risk management
The ultimate risk – flawed liquidity risk management
Risk Middle East: Industry-wide stress tests to become part of life, says CBB
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
Counterparty risk concerns drive Enel to bond market
Profile: Alessandro Canta
Fixing UBS’s risk management problems
Lofts' conversion
Pension Protection Fund levy to incorporate investment risk
PPF consults over basing the majority of levy payments on the level of scheme’s risk
Tackling section 165 of the Dodd-Frank Act
Tackling section 165
Risk Australia: Banks ignored uncertainty in run-up to crisis
Pay more attention to unknown unknowns, Debelle advises
Sponsored feature: Taking liquidity stress testing to a higher level
Offering highly secure, high-availability software solutions that meet the trading industry’s needs for intensive transaction processing, advanced analytics and modelling, Sybase provides some perspective on the importance of liquidity stress testing and…