Stress tests stronger in EU than in US – BdF research
Lenders remain well capitalised in both regions but European banks are more resilient, study finds
European lenders face more severe scenarios in their stress tests than their US counterparts, research from the Banque de France shows.
In a paper published on April 30, analyst Boubacar Camara examines bank stress tests since 2014. He finds that the European Union’s more arduous tests have led European lenders to “increase their solvency indicators to a greater extent than their US peers”.
Camara notes that there are more EU financial institutions subject to stress tests than there are US ones
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe
You are currently unable to print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@centralbanking.com
More on Macro-prudential
Climate stress tests should involve industry – BdF official
Bottom-up approach enables banks and insurers to capture environmental risks, says Laurent Clerc
Fed’s SLR reform must address interest rate risks – experts
Planned change receives support from some, but others warn of slippery slope to excessive deregulation
Lenders to export-oriented firms may face losses – Danish governor
Nødgaard also recommends that banks improve their cyber defence plans
Spain imposes capital buffers on Norway-exposed bank
Santander’s exposure to Norwegian market is above exemption threshold
ECB calls for new macro-pru approach to address cyber risks
Stress-testing should combine top-down and bottom-up elements, latest bulletin says
ESRB views US financial deregulation ‘with concern’
Vice-chair Olli Rehn announces new communication drive as “memory of last financial crisis fades”
Quantum computing could help with prudential policies – study
Bank of Italy paper says technology could help central banks simulate stress scenarios for lenders
Key lessons from 15 years of macro-prudential policy
Pedro Duarte Neves reviews how macro-prudential tools can be used for maximum effect