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Stress Testing

IACPM/Oliver Wyman Survey: Perspectives on the Evolving Role of Enterprise-Wide Stress Testing

Since 2009, financial institutions have been rapidly advancing their use of enterprise-wide stress testing to meet increasing regulatory demands and evaluate their capital adequacy. Enterprise-wide stress testing requires a projection of losses conditional on a specific macroeconomic scenario, and has required most banks to develop new methodologies, models, and infrastructure. This has been the main …

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