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 ...
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 ...
International Monetary Fund. Western Hemisphere Dept., and International Monetary Fund. Monetary and Capital Markets Department "Turks & Caicos Islands: Technical Assistance Report-Financial Stability ...
Oyindamola Ogunruku, a U.S.-based financial risk expert, has urged Nigerian financial regulators and institutions to urgently adopt Artificial Intelligence (AI)-driven stress testing models to ...
WASHINGTON, April 17 (Reuters) - The Federal Reserve kicked off a sweeping effort to overhaul its annual stress tests of large banks on Thursday, proposing to average results over two years in setting ...
The European Central Bank is easing some of the checks it makes on euro zone banks, from how lenders get approval for share buybacks to how stress tests are carried out, ECB supervisor Sharon Donnery ...