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 ...
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 ...
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 ...
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 ...
Stress testing ultimately succeeded in helping to restore confidence during the crisis, and in the aftermath this battle-tested tool became a formal and integral part of the effort to repair the ...
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 ...