The Bank of England set out how it will test the resilience of the market after warnings about its potential threat to the ...
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 ...
In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion between banks, models of contagion within the ...
The European Banking Authority (EBA) has published its draft methodology, templates and guidance for the 2027 EU-wide stress test, introducing major changes aimed at simplifying data requirements and ...
The Bank of England will stress test private markets against a doomsday scenario featuring 7% interest rates, a 35% collapse in UK share prices, a 400 basis-point increase in leveraged loan spreads ...
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 ...
This is the second article in a three-part series focusing on conditions and volatility in energy and commodity markets. Given recent historic volatility and other macro and industry trends, having ...