UK private credit boom faces stress test as House of Lords warns of risks, Bank of England urged to accelerate testing to manage potential instability and hidden leverage in the market.

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 ...

This Technical Note discusses Systemic Risk Analysis and Stress Testing for the Japan Financial Sector Assessment Program (FSAP). The Japanese financial system stands at a critical juncture amid an ...

The study, titled Conditional Adversarial Fragility in Financial Machine Learning under Macroeconomic Stress, published as a ...

Australia’s banking regulator plans to stress test the nation’s financial sector to shed more light on the impact of private credit capital flows on other market segments. “Private credit is a new and ...

In May 2023, the Prudential Regulation Authority issued SS1/23 – Model Risk Management Principles for Banks, setting ...

The New Risk Realities Making the Invisible Visible New Analytics for Public-Private Portfolios Education Is Half the Battle From Reactive to Resilient Over the past decade, regulatory changes and a ...

NEW YORK — All the major banks passed the Federal Reserve's annual “stress tests" of the financial system, the central bank said Friday, but the test conducted by the central bank was notably less ...

On Tuesday, data from the RBI’s annual Trends and Progress of Banking in India report showed that gross NPAs of scheduled ...