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More From Asset Securitization Report
Fed finalizes stress test reforms, takes comment on scenarios
The Federal Reserve voted 6-1 to finalize its proposed stress test reforms, including seeking input on stress test scenarios and models annually and averaging results over two years.
Fed’s Bowman previews new twists in stress test reforms
Federal Reserve Vice Chair for Supervision Michelle Bowman Friday highlighted a pair of new provisions to the final stress test framework that arose from public commentary submitted to the agency last year.
Deutsche Bank, Santander test world bank’s risk transfer engine
The International Finance Corporation, has agreed to insure the credit risk on a $500 million portfolio of trade finance tied predominantly to low-income and conflict-affected countries.
Stress test on SRTs could help shed light on risks, BIS says
Use of the instruments … is growing, and was equivalent to around 2% or less of total bank loans in the European Union, US, the UK and Canada at end-2024.
How the Fed’s new large bank stress tests could impact securitization
A much shorter liquidity horizon could draw back the biggest banks, increasing liquidity and tightening spreads.
By
John Hintze
