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Fed strengthens stress tests with focus on counterparty defaults
The Fed's 2024 stress test examines how banks handle complex risks, such as WWR and jumps at default. Dmitry Pugachevsky, head of research at Quantifi, discusses how the integration of these factors into XVA calculations provides a more comprehensive…
Price check: is your firm keeping pace with IPV?
How growing regulatory pressure around data is affecting banks’ pricing and valuation control.
Can financial firms grasp the AI opportunity?
How financial firms are integrating AI as part of their digital transformation journeys