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The Stress Testing Road Ahead: How to Prevent Future Bank Failures

Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...

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The Budget Brain-Teaser: How to Optimize Capital

Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...

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Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

Mar 1, 2024 | Spurred in part by last year’s regional bank failures, the Federal Reserve has added two ...

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Exhaustive Scenario Analysis: What Banks Can Learn From the Airline Industry’s Flight Simulations

Aug 25, 2023 | Extreme tail-risk events cannot be predicted, as demonstrated by the many unforeseen, rare or ...

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Stress Testing and Scenario Analysis: The Customization Challenge

Apr 28, 2023 | What’s the best approach for assessing a bank’s capital and liquidity adequacy? Moreover, what ...

Trending Articles

Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...

Friday, February 7, 2025

Stress Testing: A Practical Guide

Banks and regulators remain committed to stress testing. What are the different types of tests and approaches, and what elements are necessary to...

Friday, January 31, 2020

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

To back-test PD and meet the European Central Bank's validation requirements for measurement of defaults, many banks use a predictive ability tool...

Friday, September 18, 2020

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

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How to Model Forward-Looking Credit Risk

Jan 27, 2023 | The problems with credit loss-projection methodologies that rely on historical data have been ...

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Calculating the Capital Buffer in Volatile Times: How Much is Enough?

Sep 30, 2022 | The amount of capital that is needed for an institution to be resilient through the rough times, ...

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How Effective are Your Scenarios?

Sep 24, 2021 | Financial institutions need scenarios to measure future risks and returns, as well as to understand ...

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How to Stress Test for Extremely Unexpected Scenarios

Jul 23, 2021 | In the financial services community, surprises aren't to everyone's taste. Sometimes, like the ...

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