The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

A much shorter liquidity horizon could draw back the biggest banks, increasing liquidity and tightening spreads.

This Technical Note explores Stress Testing and Systemic Risk Analysis for the Indonesia Financial Sector Assessment Program. The financial system is relatively small and dominated by banks with high ...

It’s been a topic of discussion lately whether banks are conducting adequate stress tests on their liquidity, particularly when it comes to intraday liquidity. Many banks see these tests as a ...

A strong risk culture is crucial for the success and stability of financial institutions. Properly pricing risk involves understanding potential outcomes and adjusting reserves accordingly. Proactive ...

All firms, particularly financial institutions, require access to borrowed funds to carry out their operations, from paying their near-term obligations to making long-term strategic investments. An ...

The International Monetary Fund has recommended that regulators enhance foreign-exchange liquidity stress tests to help prevent broader market disruptions and safeguard financial stability. The $9.6T ...

NEW YORK--(BUSINESS WIRE)--Danske Bank, the largest bank in Denmark, has reaffirmed its trust in ActiveViam, strengthening their partnership to deliver advanced analytics capabilities to protect ...

Over the past decade, regulatory changes and a search for new investment dollars have pushed more private market investment options into the mainstream—and some portfolios into uncharted territory.

This Technical Note discusses Systemic Risk Analysis and Stress Testing for the Japan Financial Sector Assessment Program (FSAP). The Japanese financial system stands at a critical juncture amid an ...