Stress-TestingRSS

Fed approves stress capital buffer with some changes

The stress capital buffer (SCB), a simpler capital framework for banks, has been approved by the US Federal Reserve Board and is broadly similar to proposals made in April 2018 with some changes made to reflect feedback. 

EU banks to be subject to toughest stress test yet

Banks in the EU will be subject to the most demanding stress tests to date to see how they would stand up to very low interest rates, growing trade tensions and a disorderly departure from the union by the UK. 

US stress tests to include scenario on corporate debt problems

The harshest scenario in the 2020 US Comprehensive Capital Analysis and Review (CCAR) and stress tests will include a severe global recession, stressed corporate debt and commercial real estate markets, and leveraged loan pressures. 

Flooding

Bank of England uses climate change scenarios for stress test

Proposals by the Bank of England for stress testing the effects of climate change on the financial system places the issue front and centre for UK regulators and financial firms 

Big UK banks pass stress test, but told to raise countercyclical buffer

The latest stress tests from the Bank of England showed that the UK’s seven largest lenders could comfortably manage a deep domestic recession, a global downturn and a disorderly exit from the EU. 

Bank of England to stress-test financial firms for climate change

The Bank of England plans to stress test how the financial system would stand up to various climate pathways, making it the first central bank to do so. 

ESMA releases funds stress testing framework

A stress testing framework for investment funds has been developed by The European Securities and Markets Authority (ESMA) so national competent authorities (NCAs) can probe the sector’s robustness. 

Stress tests show US banking system can cope with severe recession

The latest round of US stress tests shows banks to be in good shape having amassed considerable capital over the years allowing some of them to make bumper pay-outs to shareholders. 

Fed announces dates of stress test and CCAR results

Results from the latest US stress tests will be released on June 21 and those of the Comprehensive Capital Analysis and Review (CCAR) will come out on June 27, the US Federal Reserve Board said in a statement.

Fed provides more information on 2019 stress tests

As part of its commitment to greater transparency, the US Federal Reserve Board has released more details about how it will stress test banks under its watch.