SEC prepares Dodd-Frank buy-side stress tests
Asset manager stress tests aim to measure fund liquidity and contagion risks
Could the US banking system withstand a doomsday scenario characterised by a severe global recession, heightened corporate financial stress and negative short-term rates? What if real GDP drops to –7.5% and unemployment spikes to 10%, while stock prices lose 50% and home prices fall by 25%?
The US Federal Reserve Board's 2016 stress test for large US banks – the Comprehensive Capital Analysis and Review, or CCAR – is designed to answer that very question.
But how would the US funds sector fare
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