Tightened capital rules for large Swiss Banks
On 27 November 2019, the Federal Council announced a number of amendments to the Swiss capital ordinance, effective…
On 27 November 2019, the Federal Council announced a number of amendments to the Swiss capital ordinance, effective…
How likely is it that a twice in a century typhoon falls together with a magnitude five earthquake? Until recently, I would have said very unlikely. Yet, it is exactly…
Using ICAAP stress testing as a way to reveal capital sensitivities in your bank.
I am grateful to be given the opportunity to speak this year again at the Annual…
Stress testing approaches vary widely across jurisdictions.
The variety in design and methodology of supervisory stress tests is large and lacks global alignment. As a consequence, large international banking groups…