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 ...

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 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 ...

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 ...

The Federal Reserve agreed to give big banks more time to weigh in on parts of a proposal to improve stress-test models for ...

Banking system stress tests are a key component of IMF/World Bank financial stability assessments. The focus on stress tests is predicated on prior belief that there is a strong contemporaneous ...

As society braces for the potential havoc a changing climate could induce, it’s vital to gauge the range of shocks that the economy may soon endure. One way to quantify the effects of the potentially ...

The Federal Reserve Board announced that it will extend until February 21, 2026, the comment period on its proposal to improve stress test model ...

Simply sign up to the US banks myFT Digest -- delivered directly to your inbox. The US Federal Reserve has announced plans for a major overhaul of its annual banking stress tests in response to a ...

Risk management is becoming more and more important in the financial industry, but the models used to determine exposure—from ...