Comment Comment by gruez Would "enhanced prudential standards" have caught the interest rate risk that SVB was exposed to? I dug into this a bit, and it looks like the stress tests[1] that they prescribe seems to be around loan losses, not interest rate risk.[1] https://www.ecfr.gov/current/title-12/chapter-II/subchapter-... parent gruez 3 years ago
[1] https://www.ecfr.gov/current/title-12/chapter-II/subchapter-...