Document Search
Latest News
Date: 10-21-2014   Visits: 1643 Best Practice Model Validation for Stress-Testing, Value at Risk, and Credit VARLast Friday, the Federal Reserve decried banks’ reliance on poor risk models as one of the major problems that has been exposed by the stress testing process under the Fed’s Comprehensive Capital Anal...
Detail
Date: 10-19-2014   Visits: 1112 Buy-Side CROs: To Each Investment Strategy, a Unique Tech ResponseAt last week's Buy-Side Technology North American Summit, a trio of chief risk officers (CROs) spanning boutique and institutional investment firms gave a candid take on the build-out of their risk ma...
Detail
Date: 10-17-2014   Visits: 1112 Exclusive: Fed considers using bank stress tests for crisis prevention(Reuters) - The Federal Reserve is considering turning its annual health check for big banks into one of the tools it could use to prevent a build up of excessive financial risks....
Detail
Date: 10-17-2014   Visits: 1165 Why Bank Boards Should Set Risk AppetitesSince the global crisis the authorities have been focusing on how to make banks safer, with changes to capital and liquidity requirements. Corporate governance of banks and the wider risk culture are ...
Detail
Date: 9-23-2014   Visits: 1416 What Stress Testing is NotWith banks getting ready for the year-end regulatory stress testing, it is worth looking at what stress testing is and, more importantly, what it is not....
Detail
Date: 6-25-2014   Visits: 858 Stress Testing after Five YearsBorn of necessity during the depths of the financial crisis as part of an effort to restore confidence in the U.S. financial system, supervisory stress testing has in the intervening five years become...
Detail
Date: 6-15-2014   Visits: 754 Banks are not getting much use out of U.S. stress tests: surveyMoody's Analytics polled 32 chief risk officers and others who took part in the stress tests this year, or may be required to participate next year. All said they used the results for "regulatory...
Detail
Date: 6-7-2014   Visits: 868 Why Financial Stability Matters, and What We Can Do About ItThis evening, I thought it would be worth taking a step back and reflecting on some of the lessons of the crisis and the post-crisis period. Certainly there are a lot of things I have learnt in my tim...
Detail
Date: 5-29-2014   Visits: 790 Financial Networks Key to Understanding Systemic RiskWith financial markets around the world so interconnected, the analysis of “networks” in the financial system would help deepen understanding of systemic risk and is key to preventing future financial...
Detail
Date: 5-21-2014   Visits: 751 U.K. Banks Protest BOE Stress Test Plan to Remove ExecutivesBritish banks protested plans by the Bank of England to remove senior executives if stress tests uncover weaknesses as the regulator gears up for its first round of health checks on the coun...
Detail
Date: 5-9-2014   Visits: 706 Fed appears open to loosening bank rulesAn influential member of the Federal Reserve’s board of governors on Thursday raised the possibility of letting about 80 banks off the hook from the toughest provisions of a law requiring greate...
Detail
Date: 4-16-2014   Visits: 689 Data: The Tail That Wags the Stress TestIndependent research firm Aite Group finds that the presence of poor data quality in a bank's stress tests could possibly lead to adverse findings by the Fed about the bank's ability to accurately mon...
Detail
Date: 4-14-2014   Visits: 769 Model Risk and Financial CharlatanismOne of the hot buzzwords in financial risk management these days is “Model Risk”, as if this concept is in some way new. Unfortunately, it’s only recently – a full 6 years after the onset of the Globa...
Detail
Date: 4-12-2014   Visits: 693 Can $68 Billion Make Wall Street Any Safer? NopeThis week, U.S. financial regulators announced that Too Big To Fail (TBTF) banks will be forced to increase their capital cushion by $68 billion, to comply with new financial reform rules. But if you ...
Detail
Date: 4-11-2014   Visits: 765 What Usain Bolt can teach banks about financial risk - See more at: http://www.economist.com/blogs/eBut whether bankers will remember that reality can be worse than expected is a different question. Expected shortfall is an improvement on VaR; it is not a crystal ball....
Detail
Home Previous1 2 3 4 5 Next End Total 462 items 1/31
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile