Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

If you are looking to improve your financial modelling skills when using Microsoft Excel spreadsheets you might be interested in this quick overview guide that provides an in-depth exploration of the ...

In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion between banks, models of contagion within the ...

Artificial intelligence (AI) and machine learning (ML) are now embedded in the core of banking — powering decisions in credit, fraud, anti-money laundering (AML), and more. These systems bring scale ...

What if you could build a fully functional financial model in minutes, without spending hours wrestling with formulas, cleaning messy data, or manually updating projections? With the introduction of ...

Think strategically and stress-test your financial models when making decisions to expand your franchise. In one of my previous roles, I had the opportunity to be involved with a company that was a ...

At the Peterson Institute for International Economics, Washington, D.C. Thank you for the opportunity to speak to you.1 Stress testing ultimately succeeded in helping to restore confidence during the ...