The American Way: A Stress Test Substitute for Basels IRRBB – A must read article on #Risk.net

“In the past 15 years, regulators were reflecting on past banking failures. These new scenarios mirror the collapse of SVB – just like how following the 2008 recession, the Fed’s primary stress scenarios were designed based on the condition of that time” Alla Gil

The American Way: A Stress Test Substitute for Basels IRRBB – A must read article on #Risk.net