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The Trading Mesh

Percentile's Blog

Resilient Stress Testing Platforms: Top 4 Considerations

September 30, 2015 Comments (0)           

By Anthony Pereira, CEO, Percentile
“Bank of England May Toughen Stress Tests as Economy Rallies,” claimed the Bloomberg Business headline on 28 July.  Deputy Governor Jon Cunliffe explained in a speech that the Bank of England’s approach would be to use stress testing more countercyclically: “Rather than testing every year against a scenario of constant severity, the severity of the test, and the resilience banks need to pass it, would be greater...