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Date: 3-18-2014   Visits: 777 Stress Testing And Interest Rate Risk Models: A Multi-Factor Stress Testing ExampleMajor banks around the world are required to use multi-factor interest rate models by regulators like the Bank for International Settlements and the Federal Reserve.We use a 9-factor interest rate mod...
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Date: 3-17-2014   Visits: 695 On eve of stress tests, Fed asks banks for more infoFORTUNE -- The Federal Reserve may not be satisfied with some of the results of the annual bank stress tests. The first indication of how the banks did on those tests is set to be released on Thursda...
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Date: 2-23-2014   Visits: 745 Prognoz Delivers Advanced Bank Stress Testing Application to Help Prevent Financial CrisesThe MPST application uses balance sheet and macro data as well as programmed equations to analyze and predict risk for multiple scenarios. Specifically, the application allows users to: Perform advan...
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Date: 2-15-2014   Visits: 837 EBA Publishes Risk Dashboard of EU Banking SectorThe EBA risk dashboard is part of the regular risk assessment conducted by the EBA and complements the Risk Assessment Report. The EBA risk dashboard summarises the main risks and vulnerabilities in t...
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Date: 1-5-2014   Visits: 810 NCUA Stress Test Proposal Roasted by TradesCredit union trade associations have filed comment letters critical of the NCUA’s proposed stress test rule.The rule, introduced during the NCUA board’s October meeting, would require credit unions wi...
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Date: 1-1-2014   Visits: 764 New Kind of Stress Tests Big-Bank OutlookWhat is the endgame? That question is being raised more and more by bankers trying to assess the flood of new regulation continuing to wash over their firms. They will keep asking it in 2014 as even ...
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Date: 11-13-2013   Visits: 876 Less Than Half of EU Stress Tests Followed Guidelines, EBA SaysFewer than half of the banking stress tests carried out by European Union supervisors since the start of 2012 conformed to all standards set by the bloc’s top banking regulator....
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Date: 10-13-2013   Visits: 1125 VaR Calculation a "time bomb"The widespread use of the “value at risk” (Var) methodology to measure mutual funds’ exposure to risk is a “time bomb” that could cause a severe market crash, according t...
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Date: 10-3-2013   Visits: 872 US OFR Report on Threats to Financial Stability from the Asset Management IndustryThe OFR delivered this report, Asset Management and Financial Stability, to the Financial Stability Oversight Council (Council) on ways that activities in the asset management industry could pose risk...
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Date: 9-25-2013   Visits: 849 ECB Policy Makers Say Stress Tests Risk Market ConfusionThe European Central Bank is concerned that investors could be spooked by next year’s bank balance-sheet reviews and stress tests unless their results are carefully timed....
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Date: 8-29-2013   Visits: 877 Danish Regulator Says Danks Bank Needs to Improve VaR Model TranparencyDanske Bank A/S said the financial regulator decided to reprimand Denmark’s biggest bank over its risk controls because of a surge in revenue at its trading unit....
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Date: 8-22-2013   Visits: 952 Banks Get a C+ In Postcrisis Risk ManagementOn the risk governance front, we've seen banks make some improvements, particularly where boards have started moving toward greater engagement on risk issues and where many banks are starting to have ...
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Date: 8-20-2013   Visits: 1112 SEC Reform Proposal on Stress Testing; Some Enhancements Warranted Summary of the provisions of SEC proposal on Money Market Fund Reform that pertain to stress testing requirements....
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Date: 8-11-2013   Visits: 844 Reengineering Risk Management from the Ground up, Part 2Many banks' react to the need for enterprise risk management in much the same way. They add on expensive pieces, partial solutions, and staff, continuing to trudge through the traditional approach to ...
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Date: 7-30-2013   Visits: 640 Banks’ Risk Management Failures CitedThe reporting structure surrounding the chief risk officer position at many global banks, for example, could leave risk executives powerless when a chief executive officer tries to run roughshod over ...
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