by Regitze Ladekarl, FRM | Jul 28, 2025 | Risk Report
We recently mentioned that the US regulators have asked the large banks to comment on a proposal to recalibrate—and most likely lower—what is called the supplementary leverage ratio. The supplementary leverage ratio determines the extra capital buffer large banks have...
by Regitze Ladekarl, FRM | Jul 14, 2025 | Risk Report
At the end of June, the Federal Reserve released the results of the 2025 Dodd Frank Act Stress Test (DFAST). This is the annual test where banks send their balance sheets to the Fed which then works their scenarios and models to predict how the banks will fare through...
by Regitze Ladekarl, FRM | Feb 10, 2025 | Risk Report
It is common practice in both middle school and stress testing for the teacher/regulator to require you to show all the intermediate steps you went through to get to the final result. On the student and bank side, this scrutiny is often construed as unnecessary,...
by Regitze Ladekarl, FRM | Jul 15, 2024 | Risk Report
Banks should hold enough capital. That is hard to argue with no matter if you are on Team Regulator or Team Bank. Where it gets a little more contentious is how much is enough. Burned by the Global Financial Crisis in 2008, regulators far and wide tend to equate...
by Dominic Pazzula | Mar 30, 2020 | Private Capital Forecasting
A new blog by Preqin explores what COVID-19 could mean for private capital investors. FRG and Preqin, an industry-leading provider of data, analytics and insights for the alternative assets community, partnered to develop a novel cash flow prediction model. The model...
