Stress test methodology hammered as unrealistic

25 Jul 2010

FIG market participants criticised the methodology behind Friday’s stress tests, saying it lacked credibility and underplayed key factors such as a double dip recession .

Some complained that haircuts were only applied to sovereign bonds held in bank’s trading accounts, and not in the bank books, while others thought assumptions on macroeconomic changes were not realistic.

“The Spanish results were marginally positive, but the unemployment stress figures were rubbish and the residential property ...

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