Sebi on 1 October this year added new methods to determine the minimum required corpus (MRC) for the settlement guarantee fund (SGF), Mumbai: The capital market regulator’s additional methods to ...

The effectiveness of current cyber security measures in European banks has overtaken concern over the resilience of the banking system itself, with pressure mounting on the European banking system ...

In this paper, we propose a new methodology for modeling credit transition probability matrixes (TPMs) using macroeconomic factors. We use two indicators, which we call bias and inertia, to summarize ...

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 ...

Stress testing to determine potential losses during times of market turbulence has become part of everyday life for most central counterparties (CCPs) over the past decade. But there remains a wide ...

FROM DEFENSE TO ADVANTAGE The real shift: stress testing now drives success, not just failure avoidance. Robust stress testing leads to better strategy, capital allocation, speed, and trust.