Stress-testing
Cebs to disclose stress-test results, says EU Council
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
Sponsored statement: Strategies for success
A practical and holistic approach to stress testing in financial services
Swiss tighten liquidity rules for biggest banks
Swiss Financial Market Supervisory Authority and the Swiss National Bank clamp down on UBS and Credit Suisse through stricter liquidity regime
FSA surprises UK banks with tougher stress tests
Operational risk to be included in future stress tests by the UK regulator.
Predicting the unthinkable
Raj Singh, chief risk officer at Swiss Re, talks to Alexander Campbell
US Fed working on horizontal reviews of op risk issues
Supervisor looking at range of issues as part of broader look at big banks, including compensation, compliance, and capital
Setting risk appetite: know what you want
OpRisk examines the practical application of the concepts of risk appetite, the risk ceiling and the risk profile, taking a broad look at who should decide risk appetite, how it should be articulated, in what context (and to what extent) and what the…
The liquidity gap
Regulators are increasing their focus on liquidity risk in response to the financial crisis, but there are questions about whether capital is an effective mitigant for liquidity risks and the nature of the relationship between liquidity risk and bank…
Basel rules set to change
Despite the difficulty and cost involved, even banks accept that aspects of the old financial regulatory regime must yield their place and go. Patrick Blum asks industry consultants what Basel II reforms they expect to see in 2010, and how firms can…
A regime-switching approach to model-based stress testing
Research Papers
Replicating success
The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios. By Clive…
Make it personal
Operational risk managers need to do more than merely collating and analysing loss data, they need to add value by working towards the firm's business objectives. This can be achieved using stress testing and scenario analysis, which add a human element…