- published: 09 Oct 2015
- views: 20949
FinTree website link: http://www.fintreeindia.com This series of video's discusses following key points : 1) Purposes of stress testing and the process of implementing a stress testing scenario 2) Event-driven scenarios and portfolio-driven scenarios 3) Common one-variable sensitivity tests 4) Drawbacks to scenario analysis 5) Unidimensional and multidimensional scenarios 6) Various approaches to multidimensional scenario analysis 7) Sensitivity analysis and stress testing model parameters 8) Results of a stress test can be used to improve risk analysis and risk management systems We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded ...
http://www.simplilearn.com/finance-management/?utm_campaign=frm&utm_medium=youtube&utm_source=youtube FRM Certification Training : This video will explain the below concepts 1.Stress Testing 2.Role of Stress Testing 3.Scenario Analysis 4.Sensitivity Tests 5.SPAN 6.Approaches to Scenario Analysis 7.Applications of Stress Testing Click the following link for more details http://goo.gl/yZrxqS
An overview of stress testing in the banking industry, with guidelines for senior management on how to position the bank to minimize the risk of failing a stress test.
This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe. Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx
Banks are required to meet capital requirements in order to pass government stress tests. So what is capital, and how much is needed? WSJ's Liz Hoffman reports. Illustration: Heather Seidel/The Wall Street Journal Don’t miss a WSJ video, subscribe here: http://bit.ly/14Q81Xy More from the Wall Street Journal: Visit WSJ.com: http://www.wsj.com Visit the WSJ Video Center: http://wsj.com/video On Facebook: https://www.facebook.com/pg/wsj/videos/ On Twitter: https://twitter.com/WSJvideo On Snapchat Discover: http://on.wsj.com/2ratjSM
An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under Optimal MRM's market risk e-Learning service. The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner. We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.
As president of the Federal Reserve Bank of New York and then as President Barack Obama's secretary of the Treasury, Timothy Geithner helped the United States navigate the worst financial crisis since the Great Depression, from boom to bust to rescue to recovery. Here, he will discuss the ups and downs of public service and the aftershocks of the financial crisis.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs The FT's John Authers reports on a predictable market response to Brazil's presidential election - and on a more muted response to the eurozone's bank stress tests. Click here for more Authers Note videos http://video.ft.com/Authers-Note For more video content from the Financial Times, visit http://www.FT.com/video Subscribe to the Financial Times on YouTube; http://goo.gl/vUQx5k Twitter https://twitter.com/ftvideo Facebook https://www.facebook.com/financialtimes
The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds. ► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs For more video content from the Financial Times, visit http://www.FT.com/video Twitter https://twitter.com/ftvideo Facebook https://www.facebook.com/financialtimes
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs The US Federal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains. For more video content from the Financial Times, visit http://www.FT.com/video Twitter https://twitter.com/ftvideo Facebook https://www.facebook.com/financialtimes
If you’re on the hunt for a new house, be aware that the 2% stress test and rigorous income verification may have changed your personal financial picture. The Office of the Superintendent of Financial Institutions Canada (OSFI) published the final version of its Residential Mortgage Underwriting Practices and Procedures, which will come into effect January 1, 2018. The new rules target borrowers in the uninsured mortgage market, making it more difficult for those with more than a 20% down payment to qualify for home loans. The measures, known as B-20 guidelines, require lenders to test a borrower’s ability to pay at the greater of the Bank of Canada’s five-year benchmark rate or 2 percentage points higher than the offered mortgage rate. The effect of the changes will be huge: a 20% decr...
Harvard Book Store welcomed Timothy F. Geithner, the seventy-fifth secretary of the U.S. Department of the Treasury, and Harvard Kennedy School's David Gergen for a discussion of Secretary Geithner's first book, Stress Test: Reflections on Financial Crises. In Stress Test, Secretary Geithner provides an illuminating, candid, and definitive account of the unprecedented effort to save the U.S. economy from collapse in the wake of the worst global financial crisis since the Great Depression. Drawing upon his unique perspective and experience, Geithner takes readers behind the scenes during the darkest moments of the crisis. Swift, decisive, and creative action was required to avert disaster, but policy makers faced a fog of uncertainty, with no good options and the risk of catastrophic outco...
Jason Burack interviewed returning guest, former managing director at Goldman Sachs & Bear Stearns turned whistle blower and author, Nomi Prins http://www.nomiprins.com/. Nomi's full bio is here: http://www.nomiprins.com/biography/ Nomi is the author of numerous books including, All the Presidents' Bankers: The Hidden Alliances that Drive American Power https://www.amazon.com/All-Presidents-Bankers-Alliances-American/dp/1568584792/ She is currently working on her newest book, Artisans of Money, which will be out later in 2017. Nomi's review of 2016 and 2017 political/markets predictions: http://www.nomiprins.com/thoughts/2017/1/3/my-political-financial-road-map-for-2017.html During this interview, Jason asks Nomi about the effects a strong US Dollar on the US Dollar Index can have on t...
Bank Stress-Testing, Analysis and Valuation: http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/ Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market. New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive. This video was produced by London Financial Studies.
In this video, Dr. Rodney Jones discussed key financial performance measures that are used to evaluate and monitor the financial position and performance of a farming business. For more information, visit: http://agecon.okstate.edu/efarmmanagement/ratios.asp. This video is part of a series on Financial and Production Management.
Advanced Liquidity Risk, Stress-Testing and Pricing: http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/ Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management. Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals. This video was produced by London Financial Studies.
The European Central bank (ECB) says 25 Euro-zone banks flunked financial-health tests designed to measure if they could withstand another economic crisis, though some have been strengthened this year. CCTV America's Jack Barton reports from Brussels.
Highlights of conversation betweenTom Kimner of SAS and Jeff Kutler of the Global Assoc. of Risk Professionals (GARP) on how banks and financial institutions apply regulatory stress tests to their balance sheets to ensure they can withstand potential adverse market scenarios. WATCH THE FULL-LENGTH VERSION https://youtu.be/APf9LCOciYg DOWNLOAD WHITE PAPER - "Stress Testing: A View from the Trenches" Since the global financial crisis of 2008, stress tests have taken on growing importance and prominence in financial institution supervision and regulation. This report by the Global Association of Risk Professionals (GARP) and SAS is based on survey results from 389 executives and practitioners directly or closely involved in the process at a globally distributed sample of financial institut...
Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5 Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.
Watch Bob Durante, Director of S&P Capital IQ Solutions and Services, discuss the 5 "Must Haves" for the CCAR Stress Testing Banks. To learn more about our Stress Testing Capabilities - https://www.capitaliq.com/home/what-we-offer/information-you-need/credit-risk-solutions/stress-testing.aspx
The "Congressional Oversight Panel" was mandated by Title 1, Section 125 of the TARP legislation as an "establishment in the legislative branch." The Congressional Oversight Panel is charged with the job of reviewing the state of the markets, current regulatory system, and the Treasury Department's management of the Troubled Asset Relief Program. The panel is required to report their findings to Congress every 30 days, counting from the first asset purchase made under the program. The panel must also submit a special report to Congress about regulatory reform on or before January 20, 2009. The Congressional Oversight Panel will cease to exist on December 31, 2009 unless renewed. The panel consists of five outside experts appointed as follows: One member chosen by the Speaker of the H...
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