Stress testing is not new to the risk world but has been a major focus since the GFC (Global Financial Crisis). For a number of years now, stress testing has helped analytical specialists quantify various aspects of potential loss. What is new is the introduction of regulatory stress tests which
Las crisis financieras han ocurrido desde los inicios de la historia mundial y forman parte de la naturaleza de los ciclos económicos. Es casi imposible evitarlas, pero sí se pueden desarrollar mecanismos de control y prevención que permitan al sistema financiero fortalecerse y mitigar sus efectos y propagación. Según Javier
I had the opportunity to moderate a roundtable discussion on risk management at the International Institute for Analytics’ (IIA) winter symposium in Orlando earlier this month. I set the stage for the session with a brief overview of my favorite risk approach, “Competing on Value”, by Mack Hannan and Peter
