Not only are this year’s Bank of England stress tests to be the toughest yet, but they will also break new ground in scenario analysis. Justin Pugsley reports.
Stress-Testing
How CCAR might be re-shaped under Trump
Everything is up in the air for the US regulatory system, particularly given the the new administration’s promise of deregulation. As a result, the annual stress tests are likely to see changes because they are blamed for forcing banks to hoard excessive capital. By Justin Pugsley.
EBA aims to launch bank stress tests at start of 2018
The European Banking Authority sets tentative time table for bank stress tests.
ESMA ratchets up toughness of clearing house stress tests
Europe’s clearing houses are on a tight deadline to file the results of the Esma-imposed stress tests this month, as the pan-EU regulator steps up its scrutiny of these increasingly systemically important institutions. By Farah Khalique
Stress tests to include severe recession and big jobless rise
US 2017 stress tests to include shock jobless rise, severe recession and problems in real estate markets.
ESMA announces details of 2017 clearing house stress tests
ESMA announces key areas for stress testing CCPs, which will include liquidity for the first time
Bank of England stress tests widely seen as credible
The Bank of England stress tests were seen as tough enough to be credible, but still drew criticism from some quarters.
Top five US clearers pass stress tests
The top five clearing houses in the US have passed their stress tests, according to the Commodity Futures Trading Commission.
Data quality underpins success in stress tests
When it comes to stress testing, spreadsheets have emerged as a potential source for proliferating bad data, prompting banks to search for other often more automated solutions. By Henry Umney, vice president of sales at governance specialist ClusterSeven
Concerns remain as Europe’s banks pass their stress tests
The stress tests of Europe’s banks were deemed by many to have been a success demonstrating that the sector is now in better health than two years ago. However, concerns remain over the banks that were omitted from the exercise and whether the tests were stringent enough.
