Page 21 - Stress Testing News Today

When a potential blow-up doesn’t show up, what use are VAR, SA-CCR and stress tests?

Dispersion of estimates for corporate impairments highlights variety of assumptions for modelling climate risk

Portfolios could lose more than one-third of their value if inflation stays high, suggests crowd-sourced scenario exercise

Naeem Siddiqi, senior adviser, risk management, risk research and quantitative solutions at SAS, discusses the effectiveness of stress-testing as a risk

The European Central Bank (ECB) is the central bank of the 19 European Union countries which have adopted the euro. Our main task is to maintain price stability in the euro area and so preserve the purchasing power of the single currency.

The central bank had diversify the location of its reserves for example, so not all of its reserves are frozen. the banking system has gone through a lot of stress testing over the last several years so the banks are certainly a lot more resilient, and the government has greatly improved its balance sheet, it had built up a significant amount of financial reserves and that is very low. sovereign external debt is only 3% of gdp and also the budget has been adapted, free sanctions in 2013, the bud...

Leo Sadovy, analytics consultant, risk, finance and banking, and solution lead for SAS‘s scenario analysis and stress-testing solution, sets out the key role of

Extreme-but-plausible scenario planning is being applied to geopolitical events such as Ukraine conflict

Extreme-but-plausible scenario planning is being applied to geopolitical events such as Ukraine conflict

To reduce the number of climate risk scenarios, lawmakers need to start being more specific