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Stress Tests Consultation

A&O Shearman

Proposed Revisions to EU Guidelines on Stress Testing of Money Market Funds

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The European Securities and Markets Authority has opened a consultation on proposed updates to the Guidelines on stress test scenarios for Money Market Funds under the Money Market Fund Regulation. The MMF Regulation has...more

A&O Shearman

UK Prudential Regulation Authority Finalizes Model Risk Management Principles for Stress Testing

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The U.K. Prudential Regulation Authority has published a Policy Statement and a finalized Supervisory Statement following a consultation which ran from December 2017 to March 2018 on model risk management principles for...more

A&O Shearman

UK Prudential Regulation Authority Consults on Principles for Assessing Stress Test Model Risk Management Practices

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The Prudential Regulation Authority has launched a consultation on model risk management principles for stress testing. The PRA is proposing a set of four principles which are intended to assist firms in developing and...more

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