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Did the Fed's stress capital buffer blunt CCAR?

Experts fear flagship test’s use as a capital top-up has undermined its role in risk management

Federal-reserve
Wall-street
Silicon-valley-bank
Nited-states-us
Car
Counterparty-credit-risk
Rrbb
Stress-testing
Stress-scenarios
Stress-capital-buffer
Risk-management

Should the ECB stress-test counterparty default risks?

The US Fed already does, but it is notable that EU banks were less exposed to Archegos

European-central-bank
Jon-gregory
European-central-bank-ecb
Federal-reserve
Archegos
Europe
Nited-states-us
North-america
Counterparty-credit-risk
Rong-way-risk-wwr-
Stress-testing

Fed unveils hyper-Archegos test to reveal bank blow-up risks

CCAR for 2024 includes analysis of simultaneous defaults of five largest hedge fund clients

Archegos-capital-management
Federal-reserve
Archegos
European-central-bank-ecb
Credit-suisse
Nited-states-us
North-america
Rong-way-risk-wwr-
Counterparty-credit-risk
Ump-to-default
Stress-testing

OCC default fund up 19% in Q3

Hypothetical stress losses behind latest spike in member contributions

Options-clearing-corporation
Options-clearing-corporation-occ
Nited-states-us
North-america
Default-fund-contribution
Default-funds
Liquidity
Skin-in-game
Stress-testing
Stress-scenarios
Odelling

Inside the Fed's secret liquidity stress tests

Lobbyists and Quarles train sights on horizontal exams that can shape bank risk appetite

Tim-clark
Daniel-tarullo
Jamie-dimon
Federal-reserve
Basel-committee-on-banking-supervision-bcbs
Nited-states-us
Liquidity
Liquidity-coverage-ratio-lcr
Macroprudential-supervision
Stress-testing
High-quality-liquid-assets-hqla

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