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2022 Dodd-Frank Stress Test Scenarios Released

Perficient

The Office of the Comptroller of the Currency (OCC) recently released the economic and financial market scenarios that will be used in the upcoming stress tests for covered institutions. Equity market volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), declines in 2022 by about 6.5

Capital 294
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Winner’s Podcast: Markets Technology Awards 2022

Bobsguide

Following CompatibL’s recent win at Risk.net’s Markets Technology Awards 2022, Alexander Sokol spoke about the advantages of the new machine learning models for portfolio validation and risk management. This machine learning technology allows market risk measures to be generated from shorter series.

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Market Commentary: Week of March 28, 2022

SWBC's LenderHub

We had shock and awe in the bond markets last week as Fed presidents and governors took to the airwaves stating they were amenable to multiple 50 basis point hikes at the remaining meetings in 2022 and beyond. Louis Fed President James Bullard when he called for one 50 basis point hike in 2022.

St. Louis 148
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How the 2022 Stress Test Scenarios Can Help Small Banks & Credit Unions

Abrigo

The Stress Test Scenarios for Big Banks Are Useful for Smaller Institutions' Own Tests Banking regulators recently released the 2022 scenarios for upcoming stress tests by the biggest banks. The 2022 stress test scenarios provide a blueprint for community banks and credit unions to get started on their own stress tests.

Capital 195
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Federal Reserve Releases Bank’s Annual CCAR Stress Test Results

Perficient

The Fed’s Comprehensive Capital Analysis and Review (“CCAR”) stress tests are designed to ensure that large banks can lend to households and businesses even in a severe recession. The 23 large banks tested remained well above their risk-based minimum capital requirements. Test Results.

Capital 309
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Federal Reserve Releases 2021 CCAR Testing Scenarios

Perficient

In 2020, the Federal Reserve found that large banks were generally well-capitalized under a range of hypothetical events. The Fed’s Comprehensive Capital Analysis and Review (“CCAR”) stress tests are designed to ensure that large banks are able to lend to households and businesses even in a severe recession.

Exercises 309
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The top 10 2022 ALM resources for financial institutions

Abrigo

Blog posts to help your asset/liability management (ALM) staff strategize for the future These ALM posts were the most popular in 2022. Takeaway 1 Changing economic landscapes, investment markets, interest rates, customer demand, mergers, and acquisitions affect ALM decisions. Would you like other articles like this in your inbox?

Resources 195