Stress Testing Articles| Wolters Kluwer Financial Services
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    Regulatory bodies, central banks and the financial markets in general are putting a substantial degree of trust in firms to show that they are capable of dealing with risks and absorb possible losses without any negative impact for the ongoing support to the market, such as providing liquidity. Find the latest updates and information on stress testing here.

  • Stress Testing News, Articles and Resources

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    RiskMinds International 2017
    (Seminar December 4-12, 2017) Wolters Kluwer are proud once again to sponsor RiskMinds International. It’s the leading event for Risk Professionals in the Financial Industry – Join us in Amsterdam, meet our experts and discuss with them the topics at interest you most.
    The Year Ahead: Some thoughts on IFRS and other Regulatory Challenges
    (Published January 23, 2017) The pace of regulatory change shows no sign of abating in 2017. Taking an integrated approach and exploring RegTech solutions may offer some relief, but a thorough understanding of the problem is required before you can solve it. So what are the regulatory changes that firms need to explore and what will be the impact?
    Quarterly Update December 2016
    (Recorded Webinar December 13, 2016) Our quarterly webinar keeps you up to date with the latest research into the major risk, finance, and regulatory issues impacting financial services professionals around the world. As usual, the webinar included expert opinion about the business implications of these changes and developments. The first webinar will include the latest regulations in APAC and EMEA; the second will cover those affecting EMEA and Americas.
    Efficient stress testing practices in response to new regulatory regime and market environment
    (Live Webinar November 15, 2016) The webinar is focused on stress testing, the increasing pressures on bankers and the risk management models and systems they use. The panel will discuss the fresh challenges that come with new regulations, including the opportunity to embrace stress testing as a good discipline for business, not just compliance.
    RiskMinds International 2016
    (Seminar 5 December – 9 December, 2016) Now in its 23rd Year, RiskMinds International is the leading event for Risk Professionals in the Financial Industry. Over 625 Risk experts from across the world will attend, to network and gain fresh perspectives and insights from leading Risk Management Practitioners, CROs, Academics and Industry Regulators. Wolters Kluwer are proud once again to sponsor this 5 day conference. Over the course of the conference our experts will be chairing in the Market Risk & FRTB sessions and presenting “Turning Stress Testing from a Stressful Requirement to Value-add Solution.” We hope to see you at our stand!
    Why Two of Europe’s Biggest Banks Can’t Pass the Stress Test
    (Published July 1, 2016) In this American Banker article, Wolters Kluwer expert Will Newcomer provides commentary on why two of Europe’s biggest banks can’t pass the stress testing requirements established by U.S. regulators.
    Quarterly Update July 2016
    (Live Webinar July 5, 2016) Join our next quarterly webinar and keep up to date with the latest research into the major risk, finance, and regulatory issues impacting financial services professionals around the world. Select the regional session of your choice: one session will focus on the regulations affecting EMEA and APAC, while another session which delve deeper into those regulations important for the Americas and EMEA.
    Universal Data Model
    (Published May 17, 2016) Our newest paper looks at the challenges of addressing multiple regulatory requirements while striving for increased profitability. It explains how firms can normalize their internal data collection processes by adopting a universal data model.
    Banks Brace for Qualitative Objections from CCAR
    (Published May 2, 2016) In this article, Wolters Kluwer compliance expert Will Newcomer weighs in on the challenges larger banks often face around CCAR scenarios. According to Newcomer, while banks and regulators have figured out how to run the models, it’s the bottom layer of data management and the top layer of aggregating, reviewing and submitting the data that is the bigger focus now.
    Market Insights France 2016
    (Seminar, June 9, 2016) Join us at our Market Insights France being held in Paris. At this breakfast briefing, you will receive updates on the latest and upcoming reporting requirements, as well as gather insight into best practices and guidance for the finance and risk management challenges which financial institutions in France are facing today.
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