Stress tests
Indian financial sector is resilient despite lower capital ratios – RBI
Banks pass stress tests, but RBI warns of decline in capital ratios and problems at some non-banks
BoE to conduct ‘desk-based stress test’ for 2024
Financial policy committee warns of some risks in UK corporate and household finance
PRA plans dynamic insurance stress test for 2025
UK regulator will consult industry and publish more details next year
Stress-testing the banking system: what lies ahead?
Pedro Duarte Neves says stress tests must evolve to capture systemic, liquidity and cyber risks
Financial Stability Benchmarks 2023 report – how central banks confront risk
Central banks discuss resources, regulating banks and non-banks, macro-pru, crime and future risk
BoE researchers call for more advanced stress-testing techniques
Survey finds “great strides” in modelling but calls for greater complexity and feedback loops
Man on a mission: Axel van Nederveen, swaps evangelist
EBRD treasurer spreads the good word about local currency derivatives markets
RBNZ unveils climate stress-test scenario
New Zealand’s largest lenders will be tested on exposure to extreme weather and transition costs
European banks pass stress test’s 2023 adverse scenario
Tested banks had higher CET1 levels after adverse scenario than in 2021, EBA says
Climate change: a new financial risk for central banks
Overcoming ‘analysis paralysis’ and the lessons in capturing climate-related financial risks on the Deutsche Bundesbank’s balance sheet
BoE stress tests find banks resilient to interest rate risk
Credit impairments drive majority of losses, but all banks pass test
US banks question stress-test discrepancies
Bank of America and Citigroup open talks with Fed about differing results
Largest US banks pass the Fed’s stress test
Scenario saw banks continue lending despite losses three times greater than those of 2008 crisis
RBI’s Shaktikanta Das on financial sector reform, sticking to inflation targets and the e-rupee
The Reserve Bank of India governor speaks about developing credible self-insurance and sizeable FX reserves, inter-dependence with government, non-bank and bank regulatory reforms, demonetisation, rupee internationalisation and daily UPI payments hitting…
Barr to review bank oversight, promising nimbler supervision
Fed vice-chair suggests “reverse stress tests” to measure what would break banks
BoE launches first ‘system-wide’ stress test
Analysis will assess how banks and non-banks interact to amplify shocks
Rule-setters need to heed their own advice
The US risks a reputation for failing to meet standards to which it holds others
Trends in reserve management 2023: survey results
Insights on inflation, asset diversification, geopolitical risk, risk management frameworks and ESG adoption
Another financial crisis hiding in plain sight
Steve Kamin analyses how the risks that sank SVB were plain enough to those who looked for them
Climate change and the role for central banks
Gavin Bingham, Andrew Large and Paul Fisher explain how climate change affects central banks and the competing tensions it raises in relation to policy responses
SVB collapse threatened banks across the US – Fed’s Barr
“Full extent” of bank’s vulnerability was not clear to supervisors until the run, vice-chair admits