Monday, March 14, 2011

Regulators taking blinkered approach to stress tests

by Patrick Jenkins

Financial Times

March 14, 2011

So who’s right? Are Europe’s bank stress tests truly stressful, as the regulators who are conducting them claim? Or are they something between a joke and a fudge, as much of the investor community seems to believe?

The fashion for stress-testing banks in public – submitting their operations to a host of worst-case scenarios about the outlook for the economy, interest rates, bad debts and so on – has caught on in the wake of the financial crisis.

Understandably, regulators want to ensure that banks have sufficient capital (to withstand losses) and sufficient liquid funds (to withstand a seizing-up of funding markets or a spate of withdrawals by panicky depositors), no matter what happens.

More

No comments: