Is the Netherlands the EU’s main source of counterparty risk?
Experts surprised by results of exploratory scenario in 2025 ECB stress-test
When the European Central Bank released the results of its debut exploratory stress test on counterparty credit risk on August 1, one chart triggered raised eyebrows. According to chart 4 in the ECB’s report on the results, the Netherlands is by far the largest source of banks’ counterparty risk exposures to non-bank financial institutions.
The chart “looks very odd”, according to Benedict Roth, a
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