SEC prepares Dodd-Frank buy-side stress tests

Asset manager stress tests aim to measure fund liquidity and contagion risks

Stress testing
Road test for buy side: SEC will stress-test the largest asset managers

Could the US banking system withstand a doomsday scenario characterised by a severe global recession, heightened corporate financial stress and negative short-term rates? What if real GDP drops to –7.5% and unemployment spikes to 10%, while stock prices lose 50% and home prices fall by 25%?

The US Federal Reserve Board's 2016 stress test for large US banks – the Comprehensive Capital Analysis and Review, or CCAR – is designed to answer that very question.

But how would the US funds sector fare

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here