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Pandemic Stress Test

The corona pandemic scenario as a key stress event

As we live through the coronavirus crisis, people have started to gauge the economic consequences that the measures taken to combat the crisis may have. These are likely to be severe, with a significant increase in unemployment and company defaults.

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DNB publishes ‘Good Practice’

As climate-related risks may result in physical and transition risks (please see our earlier article on climate change risk for an explanation on these risk types) that may lead to significant financial losses and new challenges for banks’ risk management, the Dutch Central Bank (DNB) expects banks to understand the potential impact of climate-related risks on their balance sheets.

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SRB’s ‘Expectations for Banks’

The Single Resolution Board (SRB) published its final ‘Expectations for Banks’ report, along with an overview of SRB responses to the industry consultation.

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Consultation on the future EBA stress test framework

The European Banking Authority (EBA) is regularly executing EU-wide stress tests focussing on enhancing transparency, restoring trust in the financial sector and improving banks’ resilience after the financial crisis. To improve the stress testing methodology and processes, the EBA has organised numerous workshops and other (in)formal interactions with stakeholders.

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IBOR Reform in Switzerland: Transition from CHF LIBOR to SARON – part 1

The Financial Conduct Authority (FCA) will stop supporting LIBOR from the end of 2021, while more than 80% of CHF loans are currently priced based on the CHF LIBOR. According to the Swiss National Working Group, the Swiss Average Rate Overnight (SARON) is the proposed replacement standard. The transition period poses a number of different challenges for the market.

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