The Bank of England (BoE) has updated its stress testing webpage, announcing it has published two stress test scenarios for use by banks and building societies that are not participants in its ...
The annual stress scenario is a critical part of the stress test that has a primary impact on large bank capital requirements. In this blog, we document a significant change in the FRB's approach to ...
The European Securities and Markets Authority has published its final report on guidelines on stress test scenarios under the Money Market Funds Regulation. The MMF Regulation requires ESMA to ...