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 justifications for the proposed changes to large bank regulatory capital requirements in the so-called “Basel III end-game” Notice of Proposed Rulemaking are schizophrenic. Regulators argue that ...

In September 2023, the European Central Bank (ECB) published its second economy-wide stress test, shedding light on the credit risks that European banks may face as a result of the ongoing climate ...

A financial risk expert, Mr. Titus Okwuchukwu Obiezue, has delivered a groundbreaking presentation on his Dynamic Stress Testing Model (DSTM) at the World Bank Group and International Monetary Fund ...

The Federal Reserve put forth a proposal Friday to publish the models and methodologies the central bank uses every year to stress test the nation's largest banks in an effort to increase transparency ...

In July 2015, Nigeria’s banking sector was at a crossroads. Rising non-performing loans, pressure on capital adequacy, and the fallout from volatile oil prices were testing banks like never before.

The following information was released by the American Bankers Association: The Federal Reserve issued a significant proposal today to improve the accuracy and transparency of its stress testing ...

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 ...

Our eLibrary offers over 25,000 IMF publications in multiple formats. The Technical Assistance (TA) mission, conducted in Tashkent, Uzbekistan, from August 21 to 31, 2023, assisted the Central Bank of ...

Latest economic research and insights delivered to your inbox each month. The IMF Caribbean Regional Technical Assistance Centre (CARTAC) conducted two technical assistance (TA) missions in the Turks ...