The Risk Stress Test (RiST) tool is an Excel-based tool developed to help conduct the stress testing analysis described in the methodological note Integrating Climate Change and Natural Disasters in ...

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 ...

As an alternative to these proposed changes, I would favor prioritizing the rigor of the stress testing framework by separating stress testing from binding regulatory capital requirements, which would ...