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 ...

In today’s dynamic global economy, financial institutions are increasingly confronted with uncertainties that defy historical precedent. Traditional stress testing long reliant on past market data ...

The Federal Reserve has opened the door to completely revealing its back-end stress-testing models used to test the largest U.S. banks' resilience under economic pressure in a proposed rule published ...

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.

The European Banking Authority (EBA) has published its final guidelines on environmental scenario analysis, outlining how financial institutions across the European Union should assess and manage ...

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

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 ...