Deep dive into modelling stress-testing to optimise your risk management framework with leading industry experts. Sessions will focus on integrating model risk management and providing best practices ...

Martim Rocha, SAS: The European Banking Authority (EBA) has changed the stress-testing exercise a fair amount since its inception. There is more than one regime in Europe nowadays – a formal two-year ...

LSE research on systemic risk and contagion in financial markets has informed policymaking at the Bank of England, improving financial stability in the UK. Dr Veraart has developed new tools and ...

The Federal Reserve put forth a proposal Friday to publish the models and methodologies the central bank uses every year to stress test the nation's largest banks in an effort to increase transparency ...

The Federal Reserve has opened the door to completely revealing its back-end stress-testing models used to test the largest U.S. banks' resilience under economic pressure in a proposed rule published ...

Investing.com -- The U.S. Federal Reserve announced plans Friday to make its bank stress test models and scenarios public and open to feedback, marking a significant shift in its transparency approach ...