policy. We focus on microprudential stress testing to assess financial stability, the resilience and solvency of one … important private bank in Algeria in the face of liquidity risk. Our empirical analysis adopts a bottom-up approach based on an … accounting method. It studies the relationship between the bank solvency ratio (ratio cook) and bank portfolios, such as loans to …

as the benchmark of comparison in mandatory stress test exercises. For risk management functions, a bank's own stress …

. Specifically, we introduce a measure called CRISK, systemic climate risk, which is the expected capital shortfall of a financial … institution in a climate stress scenario. We use the measure to study the climate-related risk exposure of large global banks in …

This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of …

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of … contextualises non-traditional risk transfer tools created over the last 20 years. Featuring contributions from distinguished … academics and professionals from around the world, this book covers in detail issues in securitization, financial risk …