Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and ...

Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral factors. There has yet to be a uniformly accepted model partly because the ...

It’s been a topic of discussion lately whether banks are conducting adequate stress tests on their liquidity, particularly when it comes to intraday liquidity. Many banks see these tests as a ...

What impressed judges was not only the sophistication of the underlying models, but also Bloomberg’s consistent demonstration ...

The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

According to the NAIC’s Financial Analysis Handbook, the primary goals of the LST, and the specific stress scenarios utilized, are: First, for macroprudential uses to allow the Financial Stability (E) ...

NEW YORK--(BUSINESS WIRE)--Danske Bank, the largest bank in Denmark, has reaffirmed its trust in ActiveViam, strengthening their partnership to deliver advanced analytics capabilities to protect ...

When it comes to liquidity management, technology has a core role to play and it’s an area where AI has the potential to deliver a huge amount of value. In a world in which change is the only constant ...

The International Monetary Fund has recommended that regulators enhance foreign-exchange liquidity stress tests to help prevent broader market disruptions and safeguard financial stability. The $9.6T ...

FRANKFURT (Reuters) - The European Central Bank will face pressure on Thursday to say if it is worried by rising bank-to-bank lending rates, whether it will extend liquidity support and how it sees ...