When a black swan is not coming alone – a lesson learnt during my recent trip to Japan

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…

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Andreas Ita to speak on 23rd Annual Bank Capital Management Conference in London

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…

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New White Paper on bank stress testing approaches

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…

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