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 ...
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 ...
Stress testing has become an important component of macroprudential regulation yet its goals and implementation are still being debated, reflecting the difficulty of designing such frameworks in 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 ...
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 ...
NEW YORK — The Federal Reserve Board continues to grapple with balancing the need for transparency in its stress testing exercise with maximizing its overall effect, the central bank's top bank ...