Stress-testing
Who will be the dummy in CCP crash-tests?
Clearing houses, banks and regulators could all be caught in the wreckage
CCP stress-test rifts emerge as review gets underway
Banks, clearing houses and regulators all divided on question of standardised tests
Stress testing in non-normal markets via entropy pooling
Ardia and Meucci introduce a parametric entropy pooling approach to portfolios stress testing
EU risks have intensified, financial supervisors warn
Financial sector struggling with macro and operational risks
The hidden risks in dormant Basel III bond rule
Growing sovereign bond portfolios face new risks and mixed messages
SSM: banks fret over giant supervisor's first steps
New watchdog a great idea in theory, banks say - but early months have been difficult
ECB adviser admits more clarity needed over stress tests
Regulators criticised for reticence over why they rejected some test results
Fragile markets prompt banks to rethink tail risk
BNP Paribas and BTMU tout ‘scalable’ stress testing
What if operational risk asked more 'what if' questions?
Banks and regulators urged to up their game in stress tests and scenario analysis
LCH warns on CCP ‘auction risk’
CCP stress tests should consider possibility of failed auctions
Time to see models and shocks for what they are
Market shocks are earthquakes, not a game of roulette
UK stress tests to cover trading book illiquidity and FVA
Bank of England to apply price shocks based on unwind periods
Standard stress tests could create more risk, CCPs warn
Diverse products and risk profiles make standardised stress testing difficult
VAR limits: dislocations put focus on other lines of defence
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Managed futures redemptions slow in H2 2014
Strategy generated more in 2014 than last three years combined
Bottom of the class: Eiopa stress-test underperformers compared
How firms and regulators are responding to pressures highlighted by November survey
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