New paper provides analysis in support of the removal of the 3bp PD floor set by the BCBS under the internal models approach for FRTB.
December 7, 2022The FMA offers guidance for reporting entities on their obligations under the FMC Act to keep proper accounting records.
October 6, 2022The Fed's stress tests found that roughly a quarter of the US big banks would approach the 4.5% minimum CET1 capital requirement in a worst-case scenario, a W-shaped recovery.
June 29, 2020Stress tests results and sensitivity analysis indicate that Thailand's largest banks can withstand a shock broadly "as severe as the Asian financial crisis".
October 10, 2019