The effectiveness of current cyber security measures in European banks has overtaken concern over the resilience of the banking system itself, with pressure mounting on the European banking system ...
In this paper, we propose a new methodology for modeling credit transition probability matrixes (TPMs) using macroeconomic factors. We use two indicators, which we call bias and inertia, to summarize ...
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LONDON/ZURICH (Reuters) - Banks will come under heavy regulatory pressure to use the first global set of standards for testing whether they can withstand big shocks, a top global supervisor said on ...
In today’s dynamic global economy, financial institutions are increasingly confronted with uncertainties that defy historical precedent. Traditional stress testing long reliant on past market data ...
LONDON/ZURICH (Reuters) - Banks will come under heavy regulatory pressure to use the first global set of standards for testing whether they can withstand big shocks, a top global supervisor said on ...
New Delhi, Oct 1 (PTI) Market regulator Sebi on Tuesday introduced new stress testing methodologies for the equity derivatives segment to better account for the changing market dynamics and assess ...