Focuses on stress testing in Europe – how banks can build an effective stress testing program, achieve critical business objectives, and ensure regulatory compliance.
Rethinking Stress Testing
This section discusses how banks can leverage the stress testing exercises to improve their businesses, such as building an integrated and robust framework.
This section addresses the lessons learned from the stress tests and how upcoming regulatory updates will impact banks, including the AQR.
- Implementing an Effective Stress Testing Program for Risk Management Governance and Regulatory Compliance [WEB ONLY]
- The Evolution of Stress Testing in Europe
- EU Stress Testing Regulatory Update
- AQR: Setting the Foundation for a Standard Stress Testing Framework
- Regulatory Radar
- Stress Testing Disclosures in Europe
- Podcast: Stress Testing Disclosures in Europe WEB ONLY
- Summary of 2013 CCAR and DFAST
Approaches to Implementation
This section of the Moody's Analytics magazine, "Risk Perspectives | Stress Testing: European Edition" examines how to implement a stress testing programme, including new processes, a seven steps model, and a macroeconomic view.
Principles and Practices
This section of the Moody's Analytics magazine, "Risk Perspectives | Stress Testing: European Edition" provides best practices for applying stress testing to an organisation, including structured finance, retail credit portfolios, and common challenges.