The Federal Reserve has opened the door to completely revealing its back-end stress-testing models used to test the largest U.S. banks' resilience under economic pressure in a proposed rule published ...

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.

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 ...

This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model ...

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 ...

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 ...