Replicate real-world operating conditions to determine how much margin there is and what happens when operating conditions ...

In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion between banks, models of contagion within the ...

We demonstrate how computer-based simulations could support cyber stress testing exercises through a three-step framework. First, cyber-attack scenarios are designed to target the systemic nodes of a ...

Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

The Federal Reserve is open to changing its stress-testing practices in hopes of heading off potential future legal challenges. Processing Content On Monday, the Fed said it would ask the public for ...

RANDOLPH The Cardiopulmonary Department at Gifford Medical Center has a new cardiac stress testing system, thanks to the generosity of the Melissa Andrews Trust. Melissa Andrews was a Northfield woman ...