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 technical assistance (TA) missions to the Turks and Caicos Islands (TCI) aimed to enhance the Financial Services Commission’s (TCIFSC) financial stability efforts. The missions reviewed the ...

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 ...

UK private credit boom faces stress test as House of Lords warns of risks, Bank of England urged to accelerate testing to manage potential instability and hidden leverage in the market.

The study, titled Conditional Adversarial Fragility in Financial Machine Learning under Macroeconomic Stress, published as a ...

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 New Risk Realities Making the Invisible Visible New Analytics for Public-Private Portfolios Education Is Half the Battle From Reactive to Resilient Over the past decade, regulatory changes and a ...

In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...

International Monetary Fund. Western Hemisphere Dept., and International Monetary Fund. Monetary and Capital Markets Department "Turks & Caicos Islands: Technical Assistance Report-Financial Stability ...