Superior computational grunt of neural networks is attractive to lenders. Lack of explainability is the downside
Goldman banker calls for greater CCAR flexibility
Exec says share buybacks should have been permitted for stronger lenders during Covid freeze
Banks fold climate, pandemic and cyber risks into CCAR
OpRisk North America: anchoring idiosyncratic risks to macro scenarios a challenge, say experts
Fed could postpone stress buffer beyond CCAR – experts
Delays prompt speculation that the new rules will only be known after the stress-test results in June
Double jeopardy: CCAR and the countercyclical buffer
Some US regulators want to hike capital while times are good; banks say the Fed’s stress test already does
On foreign banks and CCAR, Fed tries something new
The Fed is using risk factors, not just size, to decide which overseas firms to test
ABA scenario analysis project could aid CCAR comparability
Scheme to agree on common risk drivers could help Fed benchmark risk exposures, says JP’s op risk chief