Stress-testing
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?
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