Pushed to the limit

Stress testing

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Five years ago this month, Asia Risk sister publication Risk published an article - authored by current Asia Risk editor Christopher Jeffery - considering the consequences of a major dealer exiting the derivatives market. At the time, the scenario was considered so unlikely that only a few firms - notably JP Morgan - were stress-testing the possibility of such an event.

The scale of losses suffered by financial institutions since the credit crisis began in mid-2007 has brought into sharp focus

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