Stress-testing
OpRisk North America: Regulator warns industry to get implementation of Dodd-Frank right
Implementation of Dodd-Frank Act raises op risk concerns, conference hears
Energy firms increasingly using stress tests to cope with regulatory change
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity crises are taking on an increasingly important role…
Revised LCR falls short on ending Basel III concerns over trade finance
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not all issues related to Basel III have been resolved
Fed promises dramatically tougher rules for non-US banks
Foreign banks in US must set up holding companies with ring-fenced capital
Testing to destruction
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive Davidson examines what can be learned from the UK, where…
Sponsored statement: Moody's Analytics
The challenges and opportunities of implementing Basel III
Sponsored statement: Moody's Analytics
The new path to shareholder value
Sponsored Q&A: Moody's Analytics
Stress-testing scrutiny – The leading edge in risk management
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