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CambridgeCentreforRiskStudies
CambridgeCentreforRiskStudies
CambridgeRiskFramework
CambridgeRiskFramework
De-AmericanizationoftheGlobalFinancialSystem
De-AmericanizationoftheGlobalFinancialSystem
DOLLARDEPOSED
DOLLARDEPOSED
STRESSTEST
STRESSTEST
SCENARIO
SCENARIO
Centrefor
RiskStudies
UNIVERSITYOF
CAMBRIDGE
JudgeBusinessSchool
CambridgeCentreforRiskStudies
CambridgeCentreforRiskStudies
UniversityofCambridgeJudgeBusinessSchool
UniversityofCambridgeJudgeBusinessSchool
TrumpingtonStreet
TrumpingtonStreet
Cambridge,CB21AG
Cambridge,CB21AG
UnitedKingdom
UnitedKingdom
enquiries.risk@jbs.cam.ac.uk
enquiries.risk@jbs.cam.ac.uk
http://www.risk.jbs.cam.ac.uk
http://www.risk.jbs.cam.ac.uk
December2015
December2015
TheCambridgeCentreforRiskStudiesacknowledgesthegeneroussupportprovidedforthis
researchbythefollowingorganisations:
researchbythefollowingorganisations:
园
RMSFNA
XLCATLIN
TheviewscontainedinthisreportareentirelythoseoftheresearchteamoftheCambridgeCentreforRiskStudies,and
donotimplyanyendorsementoftheseviewsbytheorganisationssupportingtheresearch.
Thisreportdescribesahypotheticalscenariodevelopedasastresstestforriskmanagementpurposes.Itdoesnot
constituteaprediction.TheCambridgeCentreforRiskStudiesdevelopshypotheticalscenariosforuseinimproving
businessresiliencetoshocks.Thesearecontingencyscenariosusedfor‘what-if’studiesanddonotconstituteforecasts
ofwhatislikelytohappen.
ofwhatislikelytohappen.
De-AmericanizationoftheFinancialSystemStressTestScenario
DollarDeposed
DollarDeposed
Contents
Contentss
1ExecutiveSummary4
2FinancialCatastropheStressTestScenarios
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