We demonstrate how computer-based simulations could support cyber stress testing exercises through a three-step framework. First, cyber-attack scenarios are designed to target the systemic nodes of a ...

Imagine a computer so powerful it can perform more calculations in a second than a billion people could complete working ...

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 ...

This paper focuses on a technical note on Stress Testing and Systemic Risk Analysis for the Luxembourg Financial Sector Assessment Program. The Luxembourg financial system is highly interconnected, ...

The Federal Reserve is open to changing its stress-testing practices in hopes of heading off potential future legal challenges. Processing Content On Monday, the Fed said it would ask the public for ...