Freitag, 7. Oktober 2011

< Eurozone Banking Stresstest >

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

http://www.breakingviews.com/credible-eu-bank-tests-need-a-higher-pass-mark/1609896.article

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 ;-)

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