European version of CCAR is off the table, but more projections are likely to be modelled by the regulator
Banks shock commodities models by 1,000% in stress test rethink
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
Why FRTB model test loves volatility, but hates hedges
Crucial P&L test for internal models easier to pass if price swings are large, or desks poorly hedged
IndyCar rookie Johnson passes 1st oval test
Jimmie Johnson moved one step closer to adding the Indianapolis 500 to his IndyCar schedule with a successful test on …
Joe Biden’s Early Test From Moscow and Beijing
An expiring arms-control deal is a chance to address hypersonics and make China come to the table. The post Joe …
Banks aim to close op risk stress test capital gap
Standardising stress drivers could help smooth differences between bank loss estimates
Eurex passes volatility test with flying colours
Eurex explores how Covid‑19 volatility across the industry has tested market participants’ resilience, and how the central counterparty itself has proved …
Splits emerge over EBA’s stress test 2.0
Experts question utility of separate bank leg that won’t feed into capital requirements
Quickest Way To Test Brand New Offers
Usually as us entrepreneurs and marketers like to come up with new ideas, and introduce them to the marketplace. Well …
Quickest Way To Test Brand New Offers
Usually as us entrepreneurs and marketers like to come up with new ideas, and introduce them to the marketplace. Well …