Stress-testing
Fed to kick off annual stress-testing programme 'towards end of the year'
FRB building models to compare and benchmark bank results from late 2011
HKEx secondary market facility needs to withstand extreme offshore CNY liquidity crunch
HKEx says its proposed renminbi secondary market liquidity support mechanism for renminbi listed stocks is undergoing stress tests to ensure the facility is sizeable enough to support the healthy development of an offshore renminbi equities market in…
Impact of regulatory reform only 50% understood, warns KPMG's Topping
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speakers at industry event in Hong Kong. Intra-day data and new…
Eiopa’s Bernardino: stress tests are Solvency II trial run
Eiopa’s Bernardino: stress tests are Solvency II trial run
Eiopa's Bernardino: stress tests are Solvency II trial run
New regime will introduce regular capital tests - insurance industry doesn't have credibility problem, Eiopa chair says
Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the move to central clearing as well as the specific…
Taiwanese banks exposed to domestic property and China risks, says Fitch
Fitch Ratings believes the cost of funding for Taiwanese banks could jump nearly 200 basis points should Taiwan or China property prices fall sharply. The country's banks are also prone to any slowdown in global economic growth.
Irish regulator lacked 'capacity and will' pre-crisis admits Elderfield
Ireland's chief regulator has provided more detail on the recent stress tests carried out by the central bank of Ireland and plans to increase the powers of the body
Eiopa launches second insurer stress test
Eiopa launches second insurer stress test
EBA’s Huertas: credible stress-test is first task
Taking the strain
Stressed in Monte Carlo
Stressed in Monte Carlo
EBA stress tests: adverse scenario toughened up
Stress tests underway for European banks use harsher adverse scenario and tighter capital rules than tests carried out last year
Reverse stress tests with bottom-up approaches
Research Papers
CPSS-Iosco proposes risk standards for CCPs
Central counterparties should be ready for failure of one or two largest customers, regulators suggest
EBA to launch new stress tests
European Banking Authority unveils timeline for second round of EU-wide stress tests with launch set for Friday; first executive director and internal committee named
EBA stress tests start tomorrow
Banks to be given details by end of Friday
€100 billion of caja loans could go bad: Bank of Spain
Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
Stressed VAR questioned by risk managers
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
IMF uneasy on nagging weakness of eurozone’s banks
Fund’s Global Financial Stability Report and World Economic Outlook updates show concern over insufficiency of eurozone stress tests, links between banking and sovereign risks
EBA plans new round of stress tests
New European Banking Authority announces second round of stress tests for European banks at opening meeting
2011 stress tests will struggle for credibility, say experts
2011 stress tests will struggle for credibility
The top 10 operational risks to watch in 2011
Batten down the hatches
Sponsored feature: The ultimate risk – flawed liquidity risk management
The ultimate risk – flawed liquidity risk management
Risk Middle East: Industry-wide stress tests to become part of life, says CBB
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.