Structured-Product Stress-Testing Lags

08 Jun 2009

Stress testing of structured product exposure at financial institutions lags well behind that of banking and trading books, according to a Deloitte survey on risk management.

Stress testing of structured product exposure at financial institutions lags well behind that of banking and trading books, according to a Deloitte survey on risk management. The survey found that an estimated 80% of institutions polled employ the stress tests for banking and trading, but only 58% for ...

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