There really is no excuse not to stress-test the banking book. Various assets got parked there, under the heading of Hold to Maturity, which would have been moved if they had not lost value.
There really is no excuse not to stress-test the banking book. Various assets got parked there, under the heading of Hold to Maturity, which would have been moved if they had not lost value.
Non vi sono scuse per non sottoporre allo stress test i portafogli bancari, dove vengono depositati, sotto la voce di bilancio di titoli detenuti fino a scadenza, numerosi attivi che sarebbero stati trasferiti se non avessero perso il proprio valore.