We demonstrate how computer-based simulations could support cyber stress testing exercises through a three-step framework. First, cyber-attack scenarios are designed to target the systemic nodes of a ...
This paper focuses on a technical note on Stress Testing and Systemic Risk Analysis for the Luxembourg Financial Sector Assessment Program. The Luxembourg financial system is highly interconnected, ...
For bank lobbyists advocating for lower capital, the stress test results appear to validate that banks have more capital than ...
Industry Insight from Ethical Corporation Magazine, a part of Thomson Reuters. April 18 - It’s remarkable how the environment and geo-politics have interacted over the past few years to make the world ...
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 ...
The Federal Reserve is open to changing its stress-testing practices in hopes of heading off potential future legal challenges. Processing Content On Monday, the Fed said it would ask the public for ...