Tag Archives: stress testing

Demo: Real-time mortgage portfolio risk analysis

Senior Risk Consultant Srini Iyer

SAS can help you build an analytic platform for CCAR and stress testing. And the good news is that you can use the models you’ve already built. We plug your models into our solution to give you the scalability – and functionality – you need.

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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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5 focus areas for successful stress testing

Stress tests

Stress testing is not new to the risk world. But the increased complexity, expected frequency and firm-wide nature of scenarios present new challenges. That being said, to deliver a successful stress testing program, there are five key areas you should address.

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Understanding capital requirements

riskaggregationIntro_lrg

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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Stress tests stress the stress tested

Stress tests

Risk managers at some of the largest US financial institutions are unhappy with the way regulators are handling the recent wave of stress tests. Carsten Heiliger, Risk Solutions Architect at SAS, understands the frustration and shares his comments on the Risk Management Knowledge Exchange

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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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Stress testing: A board-level issue

Dr. Bob Mark

Firms should still have a contingency plan for rare or extreme events. Stress testing focuses on analyzing risks associated with those events. Read Dr. Mark and Antonis Miniotis’ white paper discussing stress testing and the role it plays.

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High-performance risk management: Is the infrastructure ready?

James Wolstenholme

Today, firms must assess market risk in time frames approaching the microsecond, and traders have less than a second to know how a proposed trade will affect the risk profile of the portfolio. The financial industry is poised for transformation. Is your firm’s infrastructure ready for high-performance risk?

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