Watchdogs Should Incorporate SRTs Into Stress Tests, BIS Says
Financial watchdogs should consider including synthetic risk transfers in system-wide stress tests to better assess potential risks from the instruments, according to a paper published by the Bank for International...
By Esteban Duarte · Bloomberg Markets
Financial watchdogs should consider including synthetic risk transfers in system-wide stress tests to better assess potential risks from the instruments, according to a paper published by the Bank for International Settlements.