Stress tests
Fed releases stress test results early
Federal Reserve reveals results of latest bank stress testing two days early; finds majority of largest US banks would continue to meet expectations for capital adequacy despite large projected losses
ECB working paper proposes indicator of systemic stress
European Central Bank researchers outline a new indicator of contemporaneous stress in the financial system, called the composite indicator of systemic stress
Czech National Bank unveils stress-test results
Czech banking sector prepared to withstand “significantly adverse stress scenario", says central bank
IMF working paper formulates new forecasting framework
New IMF research looks into systemic real and financial risks; focuses on the measurement of them, predicting them and stress testing
IMF offers fresh perspective on stress testing
International Monetary Fund researchers investigate stress testing in interconnected banking systems
Macro-stress tests not suitable as early warning systems, says BIS paper
Bank for International Settlements study says macro-stress tests are ineffective tools for identifying vulnerabilities in the financial sector during tranquil times, and could even mislead supervisors
Risk managers complain about Fed stress test workload
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Duke favours more simple stress tests for smaller banks
Federal Reserve’s Elizabeth Duke says community banks can conduct general tests on bank loan portfolios to reduce cost burdens
CNB paper models domestic bank liquidity stress tests
Czech National Bank study shows the Czech banking system is resilient to stressed scenarios mimicking the 2008 and 2009 international liquidity crisis
EBA stress test: €3.4 billion error in BPCE's derivatives exposure to France
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
European regulator holds crisis talks
Pressure mounts on European banks to bolster their capital buffers as European Banking Authority holds unscheduled talks in London
IMF says time is ‘running out’ to stabilise world economy
Global Financial Stability Report makes urgent plea for action to tackle vulnerabilities that threaten the global financial system; reveals €200 billion ‘impact’ on EU banks from sovereign debt crisis
Israel stress test results show room for improvement
Results of stress tests show Israeli banks need to improve Core Tier I capital and risk management practices
EBA sovereign scenarios under scrutiny
European Banking Authority stress tests reveal eight banks failed to meet 'tougher' 5% core Tier I capital ratio amid concerns over sovereign risk scenarios
European stress tests not complete; EBA’s Enria
European Banking Authority chief says speculation on results of European stress test are “completely unfounded”
NY Fed’s Dudley on development of bank stress tests
New York Federal Reserve president William Dudley says development of stress tests is an ongoing process
Fed to kick off annual stress-testing programme 'towards end of the year'
FRB building models to compare and benchmark bank results from late 2011
China to ‘strengthen investigation' into shadow banking problems
“Risk control situation is grim,” warns top banking regulator
Russia finds a third of banks could not survive another crisis
Stress test results show 321 banks would fall below capital minimum in another financial crisis; licences would be revoked
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