26 Oct Putting Stress Tests in the Blender
We’re delighted to share that our CEO, Alla Gil, is the new FRM Corner columnist at the Global Association of Risk Professionals (GARP). Her first piece is out now. It’s on whether, amid the pandemic, the U.S. Federal Reserve’s stress tests (aka the Comprehensive Capital Analysis and Review (CCAR)), should be applied more broadly, and whether a blended approach to capital planning is needed. You can read it here. Enjoy.