The new quantitative toolkit for detecting blind spots in bank balance sheets

Eric Schaanning, Group Head of Market and Valuation Risk Management at Nordea, shares insights on his new quantitative toolkit for reverse stress testing bank balance sheets. He explains how this toolkit, detailed in his research paper, addresses the limitations of existing regulatory scenarios by using machine learning to better identify vulnerabilities in interest rate risk.

Save the date! QuantMinds International returns to London, 17-20 November 2025.