The game-theoretical analysis of this paper shows that stress tests that cover the entire banking sector (macro stress … persuasion we show that a banking authority can create value when committing to disclose the stress-testing methodology (signal … treatment of the borderline case where the banking sector is hit by a crisis, in which case the supervisor will optimally …

-for-purpose tool to measure concentration risk in business sectors that could be useful for risk managers and banking supervisors alike. …

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …