Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the ...

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 ...

Risk management is becoming more and more important in the financial industry, but the models used to determine exposure—from ...

What if you could build a fully functional financial model in minutes, without spending hours wrestling with formulas, cleaning messy data, or manually updating projections? With the introduction of ...

In July 2015, Nigeria’s banking sector was at a crossroads. Rising non-performing loans, pressure on capital adequacy, and the fallout from volatile oil prices were testing banks like never before.

International Monetary Fund. Western Hemisphere Dept., and International Monetary Fund. Monetary and Capital Markets Department "Turks & Caicos Islands: Technical Assistance Report-Financial Stability ...

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 ...

If you’ve been investing for some time, you most likely have a plan in place. Of course, these plans will vary depending on your specific goals, age and risk tolerance. But the essential consideration ...

The justifications for the proposed changes to large bank regulatory capital requirements in the so-called “Basel III end-game” Notice of Proposed Rulemaking are schizophrenic. Regulators argue that ...