Stress tests
Central banks need to monitor non-bank risks more – Bailey
Governor expects BoE to release results of stress exercises on sector by end of year
Stress-test failures increase banks’ M&A scrutiny, Fed research finds
US lenders’ merger-related activity improves if they have failed tests, authors say
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
Bank of England launches system-wide stress-test scenario
Exercise is first-of-its-kind look at macro-prudential impact of shocks to banks and non-banks
BoE promises new ‘rulebook’ for clearing houses and CSDs
Official says post-Brexit arrangements will be ‘more adaptable and dynamic’
CCPs’ stress-test results have improved, BoE says
UK institutions can absorb default losses and maintain liquidity better than in 2021–22, regulator says
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