Thomson Reuters' Breakingviews now presents an on line DIY stress test. Change the Tier 1 ratio and haircuts of the PIIGS countries and find out the capital shortfall of Europe and the shortfal of individual European banks.
An explanation can be found here and there is also an Excel spreadsheet.
An explanation can be found here and there is also an Excel spreadsheet.
Enjoy stress testing!
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LinkedIn Actuary-Info Group
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