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 study, titled Conditional Adversarial Fragility in Financial Machine Learning under Macroeconomic Stress, published as a ...

This Technical Note discusses Systemic Risk Analysis and Stress Testing for the Japan Financial Sector Assessment Program (FSAP). The Japanese financial system stands at a critical juncture amid an ...

In May 2023, the Prudential Regulation Authority issued SS1/23 – Model Risk Management Principles for Banks, setting ...

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 ...

Australia’s banking regulator plans to stress test the nation’s financial sector to shed more light on the impact of private credit capital flows on other market segments. “Private credit is a new and ...

The New Risk Realities Making the Invisible Visible New Analytics for Public-Private Portfolios Education Is Half the Battle From Reactive to Resilient Over the past decade, regulatory changes and a ...

On Tuesday, data from the RBI’s annual Trends and Progress of Banking in India report showed that gross NPAs of scheduled ...