Financial Risk Manager Part 2
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A risk consultant is presenting on the evolution of macro-prudential stress testing requirements established in response to the global financial crisis of 2007 – 2009. The consultant compares features of the following three stress tests:
- The 2009 Supervisory Capital Assessment Program (SCAP) test
- The 2011 European Banking Association (EBA) test
- The 2012 Comprehensive Capital Analysis and Review (CCAR) test
Which of the following elements of these stress tests or their resulting impacts is correct for the analyst to include in the presentation?
A risk consultant is presenting on the evolution of macro-prudential stress testing requirements established in response to the global financial crisis of 2007 – 2009. The consultant compares features of the following three stress tests:
- The 2009 Supervisory Capital Assessment Program (SCAP) test
- The 2011 European Banking Association (EBA) test
- The 2012 Comprehensive Capital Analysis and Review (CCAR) test
Which of the following elements of these stress tests or their resulting impacts is correct for the analyst to include in the presentation?
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A
Several Spanish banks failed the EBA stress test, and Spain imposed stricter countrywide stress tests the following year that resulted in some banks raising capital.
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B
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