The Federal Reserve Board of Governors has proposed a rule to average its annual stress test results for the largest U.S. banks over two years to calculate their stress capital buffer, a move that the ...

Liquid alternatives are sold as strategies that improve portfolio diversification, especially when traditional stock and bond markets tank. Have they passed the test that markets have posed this year?

The Federal Reserve on Thursday said it had proposed to average major banks' stress test results over two consecutive years to reduce the Y/Y changes in capital requirements. The proposal is the first ...

“We’re seeing a growing number of hedge fund managers look at stress testing, in addition to VaR [value at risk], as part of their risk management,” says Lance Smith, CEO of Imagine Software, a ...

The Federal Reserve is taking a two-track approach to stress testing reform — proposing changes to the process while also arguing in court that it is not obligated to do so. Last week, the central ...