List of bank stress tests
   HOME

TheInfoList



OR:

:''This list covers formal bank stress testing programs, as implemented by major regulators worldwide. It does not cover bank proprietary, internal testing programs.'' A bank stress tests is an analysis of a bank's ability to endure a hypothetical adverse economic scenario. Stress tests became widely used after the
2008 financial crisis 8 (eight) is the natural number following 7 and preceding 9. In mathematics 8 is: * a composite number, its proper divisors being , , and . It is twice 4 or four times 2. * a power of two, being 2 (two cubed), and is the first number of the ...
.


Example

For example, in the U.S. in 2012, an adverse scenario used in stress testing was all of the following: * Unemployment at 13 percent * 50 percent drop in equity prices * 21 percent decline in housing prices.


Asia

*
Monetary Authority of Singapore The Monetary Authority of Singapore (MAS) is the central bank and Financial regulation, financial regulatory authority of Singapore. It administers the various statutes pertaining to money, banking, insurance, securities and the financial secto ...
** Annual Industry-Wide Stress Testing exercise (usually around Q1) *
International Monetary Fund The International Monetary Fund (IMF) is a major financial agency of the United Nations, and an international financial institution, headquartered in Washington, D.C., consisting of 190 countries. Its stated mission is "working to foster globa ...
** 2011 and 2012 stress testing of Japan banks, Financial System Stability Assessment Update (FSAP) * China Banking Regulatory Commission ** 2011 CARPLES risk indicators framework *
Australian Prudential Regulation Authority The Australian Prudential Regulation Authority (APRA) is a statutory authority of the Government of Australia, Australian Government and the Prudential regulation, prudential regulator of the Australian financial services industry. APRA was estab ...
** 2014 industry stress test *
Reserve Bank of New Zealand The Reserve Bank of New Zealand (RBNZ, mi, Te Pūtea Matua) is the central bank of New Zealand. It was established in 1934 and is constituted under the Reserve Bank of New Zealand Act 1989. The governor of the Reserve Bank is responsible for N ...
** 2014 major bank stress test


Europe

*
Financial Services Authority The Financial Services Authority (FSA) was a quasi-judicial body accountable for the financial regulation, regulation of the financial services industry in the United Kingdom between 2001 and 2013. It was founded as the Securities and Investmen ...
( UK) ** 2008 Stress and scenario testing CP08/24 ** 2009 Stress and Scenario Testing Feedback on CP08/24 *
Bank of England The Bank of England is the central bank of the United Kingdom and the model on which most modern central banks have been based. Established in 1694 to act as the Kingdom of England, English Government's banker, and still one of the bankers fo ...
** Annual industry stress test *
European Banking Authority The European Banking Authority (EBA) is a regulatory agency of the European Union headquartered in Paris. Its activities include conducting Stress test (financial), stress tests on European banks to increase transparency in the European financial ...
( euro area) ** 2009 European Union bank stress test ** 2010 European Union bank stress test ** 2011 European Union bank stress test ** 2014 European Union bank stress test *** The stress test was part of the Comprehensive Assessment by the
European Central Bank The European Central Bank (ECB) is the prime component of the monetary Eurosystem and the European System of Central Banks (ESCB) as well as one of seven institutions of the European Union. It is one of the world's Big Four (banking)#Intern ...
. ** 2016 European Union bank stress test (scenario release: Wednesday 24 February 2016) ** 2018 European Union bank stress test (scenario release: Likely end February 2018 " final methodology will be published as the exercise is launched, at the beginning of 2018,")


Americas

*
Federal Reserve System The Federal Reserve System (often shortened to the Federal Reserve, or simply the Fed) is the central banking system of the United States of America. It was created on December 23, 1913, with the enactment of the Federal Reserve Act, after ...
** 2009 Supervisory Capital Assessment Program (SCAP) ** Note: ''there was no 2010 stress test in the USA'' ** Comprehensive Capital Analysis and Review (CCAR) *** 2011 *** 2012 *** 2013 **** A private conference call was held with banks to notify them of a new, two part information release by the Fed ow Jones*****March 7, 2013 – Banks will be ''privately'' notified of the Fed's tentative decision on capital distribution plans. ***** Banks receiving a "no" will then have a 48 hours to ''privately'' resubmit to the Fed a reduced a distribution plan. *****March 14, 2013 – the Fed will publicly disclose final decisions on requests for capital distributions *****The week of private negotiations between the bank and the Fed will allow banks to adjust their request downward to what the Fed will allow. This was specifically designed to allow banks to avoid ''"embarrassing capital-plan rejections"'' *****Shareholder lawsuits are expected if banks fail to disclose capital distribution plans and Fed rejections (even if labeled "informal") as the majority of shareholders and prospective shareholders regard bank dividend and share buyback plans, and limits, to be extremely material information. *****Banks may not follow Fed advice and release capital distribution plans in advance of March 14. loomberg*** 2014 *** 2015 *** 2016 *** 2017 *** 2018 **Dodd-Frank Act Stress Tests *** 2013-2018 * Central Bank of Brazil (Portuguese: Banco Central do Brasil)


See also

*
Bank regulation Bank regulation is a form of government regulation which subjects banks to certain requirements, restrictions and guidelines, designed to create Transparency (market), market transparency between banking institutions and the individuals and corp ...
*
Basel III Basel III is the third Basel Accords, Basel Accord, a framework that sets international standards for bank capital adequacy, Bank stress tests, stress testing, and liquidity requirements. Augmenting and superseding parts of the Basel II standard ...
*
Stress test (financial) A stress test, in financial Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of Production (economics), production, Distribution (economics), distributio ...
*
Systemically important financial institution A systemically important financial institution (SIFI) is a bank, insurance company, or other financial institution whose failure might trigger a financial crisis. They are colloquially referred to as "too big to fail". As the financial crisis o ...
*
List of systemically important banks Certain large banks are tracked and labelled by several authorities as Systemically Important Financial Institutions (SIFIs), depending on the scale and the degree of influence they hold in global and domestic financial markets. Since 2011, the ...


References


Further reading


Bank stress test
at
Investopedia Investopedia is a financial media website headquartered in New York City. Founded in 1999, Investopedia provides investment dictionaries, advice, reviews, ratings, and comparisons of financial products such as securities accounts. Investopedia ha ...
. {{DEFAULTSORT:Bank stress tests Stress tests (financial) Market risk Banking-related lists