Stress Testing
M&G slams Cebs stress tests
Fund manager criticises sovereign risk assumptions and raises Basel III fears
Seven banks fail Cebs stress tests
Institutions in Germany, Spain and Greece would be unable to maintain capital levels under “adverse scenarios”
Ring-fencing may not protect benefits
Ring-fencing assets may not protect policyholder benefits, says Ceiops
Banks stress-testing portfolios against sovereign default
The European Union and International Monetary Fund agreed a E750 billion emergency loan package in early May, aimed at averting a sovereign default and wider crisis across the eurozone. Nonetheless...
Risk roulette on eurozone scenarios
The European Union and International Monetary Fund agreed a €750 billion emergency loan package in early May, aimed at averting a sovereign default and wider crisis across the eurozone. Nonetheless...
Banks run eurozone crisis scenarios as Greece founders
With markets anticipating a Greek debt restructuring, bank traders and risk managers are preparing for a wider crisis that could drag in northern European countries, tip the euro into a tailspin or...
A sting in the tail
After recent financial turmoil, market participants are thinking much more rigorously about ways to protect themselves against the possibility of rare but extreme events. However, effectively hedging...
Valukas’ Lehman post-mortem reveals flaws in stress testing
Significant gaps in the stress-testing practices of Lehman Brothers led the US bank to take on excessive risks in its real estate portfolio it might otherwise have avoided, according to a detailed report...
Bankers bristle over impending Cebs stress-testing guidelines
Firm-wide stress testing can take up to seven months, said Piers Haben, chairman of the Committee of European Banking Supervisors' (Cebs) workstream on stress testing, speaking at a public hearing held...
Harsher stress tests described in new FSA risk outlook
The UK Financial Services Authority has outlined a new, more severe stress scenario for banks in its latest Financial Risk Outlook, published today. The regulator noted that its 2009 stress scenario...
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