Stress-TestingRSS

Fed consults over simplifying its stress testing regime

The Fed is consulting on a number of proposals for the US stress testing regime, which include raising the threshold on bank own stress tests and to move the biggest banks on to a two-year cycle

More detail on US stress testing regime to emerge in early 2019

Tweaks to the US stress testing regime means implementation is likely to be delayed, following industry feedback suggesting more refinements are needed. Justin Pugsley reports.

UK banks perform well in Bank of England stress tests

According to the Bank of England’s latest stress tests, the UK’s seven largest lenders could withstand a downturn more severe than the one a decade ago or a disorderly Brexit and still be able to keep credit flowing to the economy

Refinement needed on ESMA’s proposed approach to stress testing MMFs

Calls for more refinement around ESMA stress testing regime for money market funds

Mark Turner

Stress testing comes of age as Basel Committee issues update

Basel Committee issues nine principles for stress testing banks reflecting the growing importance of the exercise for detecting emerging vulnerabilities

Bank of England to publish stress test results on December 5

Bank of England to publish stress test results for seven systemically important lenders on December 5

Major EU lenders pass stress tests, but with some surprises

Tough stress tests show that Europe’s largest lenders can stomach considerable economic pain with the most surprising outcome being the poor performance of two UK banks

ESMA consults on internal stress testing guidelines for money market funds

ESMA is consulting on a set of guidelines for the internal stress testing of money market funds covering areas such as liquidity and credit risk

EU bank stress tests’ adverse scenario may not be the most plausible

Two academics argue that the EU 2018 stress tests are not using the most plausible adverse scenarios and complain of a lack of transparency

Mixed results for banks following toughest US stress test so far

The 35 banks participating in this year’s US stress tests were hit by theoretical rising credit card loans going bad and the real effects of recent accounting changes while some of the banks' capital plans were challenged.