What’s the worst-case scenario? How large a return does an investor stand to gain? Stress-testing your portfolios can prepare you for unforeseen circumstances and put your clients at ease.

OCBC chairman says OCBC has stress tested for a one in 10 event and assured shareholders the bank has sufficient capital to ...

Financial scenario analysis and stress testing sidestep some of the jeremiads against forecasting by clearly stating the conditions of the model. The “what if” in scenario analysis is ...

The European Banking Authority (EBA) has published a report on the findings of a peer review of the performance of stress tests by deposit ...

Purpose of the scenarios The stress test scenarios serve as a hypothetical analysis of how the banking sector would respond to negative economic conditions, such as systemic risks or financial shocks.

The scenario for this year’s stress test, which the BoE published on Monday, requires Britain’s biggest lenders to model how they would cope with a rebound in UK inflation to a peak of 10 per ...

For this purpose, we apply the methodology based on the extreme value theory (EVT) for stress-testing central counterparties (CCPs) that was developed in Raykov (2022) to estimate the amount of ...

The Bank of England (BoE) has launched the 2025 bank capital stress test for the seven largest and most systemic UK banks and building societies.

The Bank of Russia has clarified the scenarios for mandatory stress testing of non-state pension funds. This is reported on the regulator's website. The scenarios are aimed at assessing the ...