Stress tests
IMF paper on enhancing stress-test framework
Fund study examines simple techniques to improve risk sensitivity in bank stress test exercises
Austria’s Ittner calls on domestic banks to raise capital buffers
National Bank of Austria executive director Andreas Ittner says country’s largest banks will need to raise their Tier I capital ratio to meet foreign competition
China demands banks conduct stress tests on property loans
Chinese banks must carry out new stress tests
Stress tests motivate Moody’s Ireland downgrade
Moody’s downgrades Ireland two notches to Baa3 after stress tests force Irish government to allocate additional funds to banks
Albania’s Fullani emphasises importance of stress tests
Bank of Albania governor Ardian Fullani calls for more attention to stress tests as part of central banks’ macroprudential policy
EBA reveals benchmark for EU stress tests
European Banking Authority to apply 5% core Tier I capital ratio of risk-weighted assets on stress tests; says 90 banks will participate in tests
Irish regulator lacked 'capacity and will' pre-crisis admits Elderfield
Ireland's chief regulator has provided more detail on the recent stress tests carried out by the central bank of Ireland and plans to increase the powers of the body
Ireland announces stress test results
Central Bank of Ireland reveals €24 billion gap in funding for the country’s banks
Risk officers concerned about regulators’ approach to branch liquidity
Some risk officers at international and domestic banks in the Asia-Pacific region are frustrated by the regulatory focus on country-by-country stress tests and a trend towards branch liquidity.
EBA stress tests: adverse scenario toughened up
Stress tests underway for European banks use harsher adverse scenario and tighter capital rules than tests carried out last year
Ireland unveils stress test scenarios
Central Bank of Ireland outlines macroeconomic scenarios for stress test exercise on four banks; results set to be published at end of month
EBA’s stress test scenarios revealed: reports
Leaked documents set out scenarios for new round of European bank stress tests
EBA to launch new stress tests
European Banking Authority unveils timeline for second round of EU-wide stress tests with launch set for Friday; first executive director and internal committee named
Richmond Fed’s Lacker on stress test disclosure
Richmond Federal Reserve president Jeff Lacker says appropriate level of stress test disclosure poses serious challenge
Spanish banks’ ECB reliance drops
Spanish banks’ borrowing from European Central Bank declines just over 20% compared to December
Spain should consider regulatory overhaul: FSB peer review
Financial Stability Board peer review calls for Spanish authorities to consider new regulatory structure once market turmoil has subsided; separate review of Italy also published
EBA plans new round of stress tests
New European Banking Authority announces second round of stress tests for European banks at opening meeting
Irish central bank names advisers for stress test exercise
Central Bank of Ireland calls for BlackRock Solutions, Boston Consulting Group and Barclays Capital to assist in stress tests
Israel’s Fischer on the meaning of macroprudential policy
Bank of Israel governor Stanley Fischer stresses importance of interconnections in interpreting the macroprudential mandate
Research commends Norges Bank’s stress tests
Group led by former Federal Reserve official says tests are highly innovative, economically sound and largely transparent
ECB points to securitisation, interest rate risk concerns
European Central Bank’s December Financial Stability Review stresses importance of more transparency in asset-backed securities market; highlights interest rate risk worries
Ireland’s Honohan calls for greater disclosure of residential mortgages
Central Bank of Ireland governor Patrick Honohan says greater disclosure on residential mortgages loans will help drive confidence in markets
BoE: stress tests tightened credit conditions
Bank of England’s survey on credit conditions shows lenders thought the availability of funds tightened in response to European stress tests
Central Bank of Luxembourg: banks pass stress tests
Central Bank of Luxembourg study shows local banks’ tier one capital buffers are sufficient to weather macroeconomic shocks