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 ...

Financial institutions have long relied on highly complex models – ranging from traditional asset pricing and portfolio forecasting to AI-driven risk and stress testing – to underpin critical ...

With over a decade of experience in risk management and compliance, you’ve witnessed many changes in the financial services industry. Let’s dive straight into today’s topic: How has technology ...

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 ...

"These issues — volatility, the link between stress-testing results and capital and the short capital implementation compliance time frame, the lack of transparency and the overlap between the global ...

The Federal Reserve Board of Governors has proposed a rule to average its annual stress test results for the largest U.S. banks over two years to calculate their stress capital buffer, a move that the ...

New York (CNN) — The largest US banks have sufficient safeguards in place to weather a severe recession while continuing lending to households and businesses, the Federal Reserve said Wednesday in its ...