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September 2014

Banks will be under even more pressure as stress testing is becoming a recurring exercise and the new principles for risk data aggregation (BCBS 239) require them to quickly solve the issues around the data warehouses.

Related Insights

Five Challenges for the Business-Model “Bank”

Banks and the services they offer remain essential to global economies.To stay relevant, however, banks need to adjust their business models and adapt to the new realities – tighter regulation, lower interest rates, changing client needs and behavior, technology disruption, and accelerating disintermediation.

December 2015 WebPage Dr. Christian Thun

AnaCredit Gives Banks an Opportunity to Improve Data Management, but Challenges Remain

The AnaCredit project is scheduled to be implemented in three stages by mid-2020. This paper looks at the challenges for banks in creating the AnaCredit framework and how to overcome these main challenges.

July 2015 Pdf Dr. Christian Thun

Strong Data Management – An Absolute Necessity

Inferior data, too long left unchecked, has far-reaching consequences – not the least of which was the 2008 global financial crisis. Banks that establish a strong data management framework will gain a distinct advantage over their competitors and more efficiently achieve regulatory compliance.

May 2015 WebPage Dr. Christian Thun

Outlining a Path From Data Management to Value Generation

Effective Risk Data Aggregation and Reporting stipulate that banks need to have a strong governance framework, risk data architecture and IT infrastructure. This webinar discusses how addressing data quality has become an opportunity for competitive advantage.

April 2015 WebPage Dr. Christian Thun

European Banks Underestimate the Challenges of BCBS 239 Implementation

This whitepaper looks at the results of the Moody's Analytics survey in January 2015, which reveals that many banks underestimate the time, resources and cost involved to implement BCBS 239.

April 2015 Pdf Dr. Christian Thun

Moody's Analytics 2015 Survey on BCBS 239 Compliance

In response to the data challenges faced by banks when preparing their BCBS 239 project, Moody's Analytics has engaged with market participants in EMEA to better understand the current state of the industry by providing a snapshot through our BCBS 239 survey.

February 2015 WebPage Dr. Christian Thun

Lean Management: A New Zeitgeist in Risk Management

Banks can greatly benefit from a leaner and more integrated approach to risk management. This article addresses how banks can constantly evolve to an efficient and productive process, by focusing on data, infrastructure, process, and – most importantly – people.

November 2014 WebPage Dr. Christian Thun

Can the Asset Quality Review Restore Confidence?

The article looks at the ECB's use of the AQR as a building block for restoring confidence within the European Banking System. It also provides an outline of the key elements of the AQR, including collateral and real estate valuation, collective provision analysis, and fair value exposures.

May 2014 Pdf Dr. Christian Thun

Leveraging the Regulatory Stress Tests to Build Long-Term Value

Banks have to dedicate enormous resources to comply with CCAR and DFAST, but rather than treating stress testing like a check-the-box exercise, banks should view it as an opportunity to better manage their businesses and invest in robust stress testing frameworks.

November 2013 WebPage Dr. Christian Thun

Stress Testing Best Practices: A Seven Steps Model

Implementing stress testing practices across the various bank divisions is a complex process. In order to address the need for an implementation framework, Moody’s Analytics has created a Seven Steps Model.

September 2013 WebPage Dr. Christian Thun, Sandrine Prioux, María C. Cañamero

Challenges and Pitfalls of Stress Testing

This article describes stress testing challenges and pitfalls and offers ways to successfully overcome them to comply with the new regulatory guidelines and to establish internal frameworks.

September 2013 WebPage Dr. Christian Thun

Are Regulatory Stress Tests Just Cost Without Value?

Stress testing is a powerful risk management tool that offers a an opportunity to contemplate potential actions to take depending on different scenarios. Unfortunately, many banks consider regulatory stress testing a burden and not an opportunity. We examine how banks can use the exercise to build long-term value.

September 2013 WebPage Dr. Christian Thun

Common Challenges and Pitfalls in Stress Testing of Banks

Dr. Christian Thun's whitepaper discusses the need for banks to use stress testing as a business management tool that goes beyond regulatory requirements and also highlights key challenges and pitfalls along the way. This paper summarizes discussions with more than 50 leading banks as well as regulators.

February 2013 Pdf Dr. Christian Thun

Common Pitfalls and Challenges in Stress Testing of Banks

This article discusses the challenges and pitfalls associated with embedding a stress testing framework that complies with risk management practices under the new Basel III regulatory guidelines. It also helps to establish internal frameworks that meet the risk appetite of an organisation and lead to a critical review of its current risk profile.

December 2012 Pdf Dr. Christian Thun

Best Practices in Stress Testing

Although the concept of stress testing has been around since the early 1990s, its use by regulators and bank management took on renewed urgency after the collapse of Lehman Bros in 2008. Moody's Analytics surveyed 42 financial institutions in Europe and analyzed the results to identify common patterns and practices and mapped the findings to a seven-step process to create a “Best Practice” perspective. This article provides observations based on Moody's Analytics Stress Testing report 2011, it has been published on Intelligent Risk in February 2012.

January 2012 Pdf Dr. Christian Thun

Reverse Stress Testing: Challenges and Benefits

Reverse stress testing is becoming recognised throughout the world for its benefits. This presentation explains what reverse stress testing is and what it can achieve, along with the challenges it presents. Here we show you why reverse stress testing can lead to a deeper understanding of an organisation's susceptibility to risk and why it is a valuable tool for any risk management strategy.

November 2010 Pdf Dr. Christian Thun, Dr. Juan M. Licari, Mark Zandi