white paper
9 principles for an integrated stress testing approach
Geopolitical scenario design capability has become a supervisory necessity, and institutions need an integrated framework to model compound geopolitical stresses simultaneously. This white paper explores how to implement an integrated approach, based on the Basel Committee's Nine Stress Testing Principles.
Supervisory stress testing expectations and impacts on European banks
Download white paperBuilding the framework
Learn how to align your risk management strategy with current regulatory demands, and steps to model complex scenarios across your entire balance sheet.
- Prepare for geopolitical scenarios Discover how to model slow-moving systemic shocks and fast-moving idiosyncratic risks.
- Integrate your risk engines Move beyond siloed assessments to capture how credit, market and operational risks interact during severe economic disruptions.
- Enhance data accuracy and systems Support your stress tests with granular data and robust IT infrastructure to satisfy rigorous quality assurance standards.
ESC
ESC
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