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 ...
A financial risk expert, Mr. Titus Okwuchukwu Obiezue, has delivered a groundbreaking presentation on his Dynamic Stress Testing Model (DSTM) at the World Bank Group and International Monetary Fund ...
International Monetary Fund. Western Hemisphere Dept., and International Monetary Fund. Monetary and Capital Markets Department "Turks & Caicos Islands: Technical Assistance Report-Financial Stability ...
In July 2015, Nigeria’s banking sector was at a crossroads. Rising non-performing loans, pressure on capital adequacy, and the fallout from volatile oil prices were testing banks like never before.
The study, titled Conditional Adversarial Fragility in Financial Machine Learning under Macroeconomic Stress, published as a ...
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 ...
The following information was released by the American Bankers Association: The Federal Reserve issued a significant proposal today to improve the accuracy and transparency of its stress testing ...
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 ...
Republic of Uzbekistan: Technical Assistance Report-Macro Stress Testing of the Uzbek Banking Sector
Our eLibrary offers over 25,000 IMF publications in multiple formats. The Technical Assistance (TA) mission, conducted in Tashkent, Uzbekistan, from August 21 to 31, 2023, assisted the Central Bank of ...
It is difficult to find any gathering at which artificial intelligence (AI) and its likely impacts on employment and activity are not being discussed. Machine learning, which is a large and important ...
In May 2023, the Prudential Regulation Authority issued SS1/23 – Model Risk Management Principles for Banks, setting ...
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