News release: “The FDIC today approved a notice of proposed rulemaking (NPR) that would require certain large insured depository institutions to conduct annual capital-adequacy stress tests. The proposal, to implement section 165(i)(2) of the Dodd-Frank Wall Street Reform and Consumer Protection Act, would apply to FDIC-insured state nonmember banks and FDIC-insured state-chartered savings associations with… Continue Reading
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Search Results for: stress test
IMF – Germany: Technical Note on Stress Testing
Germany: Technical Note on Stress Testing, December 2011. IMF Country Report No. 11/371 “This note summarizes the stress tests undertaken for the German banking system as part of the Financial Sector Assessment Program (FSAP) Update. Solvency tests for the German banking system assessed medium-term vulnerabilities under two adverse macroeconomic scenarios. The tests considered a variety… Continue Reading
European Bamking Authority 2011 EU-Wide Stress Test Aggregate Report
“The stress test exercise – summary report. “The 2011 EBAs EU wide stress test had the objective of assessing the resilience of a large sample of banks in the EU1 against an adverse but plausible scenario. The scenario assesses banks against a deterioration from the baseline forecast in the main macroeconomic variables such as GDP,… Continue Reading
2011 EU Wide Stress Testing
News release: “Results of the 2011 EU-wide stress test The European Banking Authority (EBA) published today the results of its 2011 EU-wide stress test of 90 banks in 21 countries1. The aim of the 2011 EU-wide stress test is to assess the resilience of the banks involved in the exercise against an adverse but plausible… Continue Reading
FDIC Guidance Proposed Guidance on Stress Testing for Banking
Proposed Guidance on Stress Testing for Banking Organizations with More Than $10 Billion in Total Consolidated Assets, June 16, 2011 “The federal banking regulatory agencies have jointly issued the attached proposed guidance on stress testing for banking organizations with more than $10 billion in total consolidated assets. The proposed guidance highlights the importance of stress… Continue Reading
After Fukushima: EU Stress tests start on June 1, 2011
News release: “From 1 June 2011 onwards, all 143 nuclear power plants in the EU will be re-assessed using EU wide criteria. These are comprehensive tests as the Commission has called for which embrace both natural and man made hazards (i.e. effects of airplane crashes and terrorist attacks). The European Commission and the European Nuclear… Continue Reading
The EBA announces the benchmark to be used in the 2011 EU-wide stress test
News release: “The European Banking Authority (EBA) today agreed to adopt a benchmark of Core Tier 1 (CT1) against which to assess banks in the 2011 EU-wide stress test. The CT1 benchmark will be set at 5% of risk weighted assets. This CT1 definition will be used solely for the purpose of the EU-wide stress… Continue Reading
The Case for Stress Testing at Community Banks
Conference of State Bank Supervisors: The Case for Stress Testing at Community Banks – Enhancing the risk management framework to ensure economic viability, October 2010 – “The following paper is intended to provoke a policy discussion on the value of stress testing for community banks. The paper is issued based on the following policy statement… Continue Reading
OECD: The EU Stress Test and Sovereign Debt Exposures
Blundell-Wignall, A. and P. Slovik (2010), The EU Stress Test and Sovereign Debt Exposures, OECD Working Papers on Finance, Insurance and Private Pensions, No. 4, OECD Financial Affairs Division, 13-Aug-2010 “This working papers quantifications show that most sovereign debt is held on the banking books of banks, whereas the EU stress test considered only their… Continue Reading
Committee of European Banking Supervisors Statement On Key Features of Extended EU-Wide Stress Test
News release: “Following its statement issued on 18 June 2010, CEBS provides further information on the EU-wide stress test exercise which is now being finalised by CEBS and the national supervisory authorities, in close cooperation with the ECB. The objective of the extended stress test exercise is to assess the overall resilience of the EU… Continue Reading
Congressional Oversight Panel Report: Stress Testing and Shoring Up Bank Capital
“The Congressional Oversight Panel June 2009 Oversight Report, Stress Testing and Shoring Up Bank Capital, examines the recent stress tests conducted on Americas 19 largest bank holding companies (BHCs)…The Panels report examines how effectively Treasury and the Federal Reserve conducted the stress tests, specifically reviewing the governments economic assumptions, their methods of calculating bank capitalization,… Continue Reading
List of 19 Banks Undergoing Stress Tests
WSJ: The government confirmed the following list of the 19 banks undergoing stress tests. WSJ: “The U.S. government may end up acquiring a significant ownership stake in banks as it works to stabilize the financial system, according to a draft report from top regulators — the starkest acknowledgment yet of the extent to which the… Continue Reading
