Freitag, 7. Oktober 2011

< Eurozone Banking Stresstest >

Breakingviews has done it's own interactive banking stress test, but with government bonds marked to market:

In the worstcase scenario (all of the PIIGS countries needing a really short haircut) and under the current Basel II accord, 53 banks would fail the test. I don't know how meaningful the results are, but it is still fun to play around with ;-)

Keine Kommentare:

Kommentar veröffentlichen