Tag Archives: Basel II

Six guidelines for constructing stress tests

Six guidelines for stress testing

The recent global financial crisis painfully revealed the need for better, more comprehensive stress testing in the financial industry. Keep these guidelines in mind when constructing stress tests and stress scenarios.

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Understanding capital requirements


Credit risk classification systems have been in use for a long time, and with the advent of Basel II, those systems became the basis for banks’ capital adequacy calculations. What is needed going forward is an efficient and honest dialogue between regulators and investors on capitalization.

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The intersection of business strategy & enterprise GRC

Clark Abrahams, Chief Financial Architect, SAS

Organizations that are effective at governance, risk and compliance have found an intersection between business strategy and enterprise GRC. Read Clark Abrahams’ discussion of how Greg Monahan’s SOAR methodology and others like it can help other organizations find that intersection.


Benefits of a standard framework for stress testing

Tom Kimner

Successfully executing an enterprise stress testing program requires a technology framework that enables data, scenarios, analytics and reports to be integrated across the organization. Read the benefits of this stress testing framework.

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