The Risk Stress Test (RiST) tool is an Excel-based tool developed to help conduct the stress testing analysis described in the methodological note Integrating Climate Change and Natural Disasters in ...

Since the 2009 Supervisory Capital Assessment Program (SCAP), US regulators have employed a representative bank model as the benchmark of comparison in mandatory stress test exercises. For risk ...

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 ...

This is the second article in a three-part series focusing on conditions and volatility in energy and commodity markets. Given recent historic volatility and other macro and industry trends, having ...