Network stress testing tools are not for the underfunded, the underskilled or the faint of heart. Consider them carefully before deciding whether to purchase them or how to use them. See the companion ...

Many banks regard stress testing primarily as a regulatory compliance burden. But compliance is not an end in itself. Currently, banks are trying to satisfy stress-test requirements while fending off ...

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 ...

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 ...

This paper presents the technical note on risk analysis and stress testing for the Sweden financial sector assessment program. Sweden’s financial system has weathered the coronavirus disease 2019 ...

On October 18, the Office of the Comptroller of the Currency (OCC) provided guidance to national banks and federal savings associations with assets of $10 billion or less (community banks) on using ...

The technical assistance mission developed a multi-factor, multi-period solvency stress testing framework for banks supervised by the Central Bank of Barbados (CBB) and credit unions supervised by the ...