Stress tests

ECB working paper puts forward new model for use in stress tests

Central Banking | 17 Apr 2013 secure

Working paper based on risk-return optimal program in which banks aim to maximise risk-adjusted returns while taking into account regulatory capital and liquidity constraints

Topics: Stress tests, ECB, European Central Bank

citybanks

Arbitrage threat kept 'fallible' leverage ratio to 4%, says Vickers

Central Banking | 17 Apr 2013

Topics: John Vickers, IMF, Stress tests, Leverage ratios, Independent Commission on Banking

IMF researcher proposes new method for top-down stress testing

Central Banking | 11 Apr 2013 secure

Topics: IMF, Stress tests, Basel Committee on Banking Supervision

Bernanke says Fed stress tests were a ‘critical turning point’ in crisis

Central Banking | 09 Apr 2013 secure

Topics: United States, Federal Reserve, Ben Bernanke, Stress tests

Banque de France research proposes framework to address stress-test failings

Central Banking | 18 Mar 2013 secure

Topics: Banque de France, Stress tests

IMF attempts to sculpt better stress tests

Central Banking | 14 Mar 2013 secure

Topics: IMF, Stress tests, Macroprudential

UK gears up to new era of prudential regulation

Central Banking | 13 Mar 2013 secure

Topics: Bank of England, Lehman Brothers, Northern Rock, Financial Conduct Authority, Prudential Regulatory Authority (PRA), Financial Policy Committee (FPC) , Stress tests, Macro-prudential regulation, Sarah Breeden, Leverage ratios

Fed stress tests reveal potential for losses of $460 billion

Central Banking | 08 Mar 2013 secure

Topics: Federal Reserve, banks, Stress tests

ECB researchers suggest refinements to macro stress tests

Central Banking | 19 Feb 2013 secure

Topics: ECB, Credit conditions, Stress tests, growth

Stress test transparency can ‘persuade’ investors, says Bundesbank paper

Central Banking | 04 Dec 2012 secure

Topics: Deutsche Bundesbank, Stress tests, banks

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