ECB paper sets out stress tests for investment funds

Funds analysis and research

Close to 6% of eurozone-based equity funds and 0.5% of bond funds could go into liquidation in a scenario similar to the global financial crisis, says research published by the European Central Bank.

In Investment funds under stress, Régis Gourdel, Eduardo Maqui, Matthias Sydow study the resilience of these market participants. They present a model for stress-testing investment funds, based on a broad worldwide sample of primary open-end equity and bond funds. Their scenario and results are

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account