Banks get stressed
Stress Testing
Financial markets have had several years of relative stability, characterised by low volatility, tight credit spreads and falling default rates. What would happen, though, if credit spreads were to quickly widen following a cluster of high-profile defaults, if a terrorist attack were to cripple payment and settlement systems, or a global flu pandemic meant banks were drastically understaffed?
Any one of these events could disrupt markets and have knock-on effects across the financial
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