Stress-testing
Running a smooth operation
Technology
Stress testing is the best option to counter Basel II cyclicality problem, say regulators
BASEL – Global banking regulators said stress testing of internal ratings based (IRB) methods of measuring bank credit risk is the best option in terms of tackling the possibility that the complex Basel II bank capital accord could reinforce economic…
Crises and volatility
Stress testing
Stress tests and risk capital
For many financial institutions, "stress tests" are an important input into processes that set risk capital allocations. In the current regulatory environment, two distinct model-based approaches for setting regulatory capital requirements include stress…
A coherent framework for stress testing
In recent months and years, practitioners and regulators have embraced the idea of supplementing value-at-risk estimates with "stress testing". Risk managers are beginning to place an emphasis and expend resources on developing more and better stress…
Ofheo Unveils Mortgage Risk Rules
METHODS & REGULATIONS