PI Global Investments
Hedge Funds

Fed unveils hyper-Archegos test to reveal bank blow-up risks


A new component added to this year’s stress test by the US Federal Reserve looks set to shine a spotlight on otherwise neglected exposures to hedge funds whose defaults could tip banks into crisis measures. Experts say this could help avoid a repeat of the outsized losses racked up by multiple banks following the collapse of Archegos Capital Management in 2021.

“The Fed tests identify exactly the kind of risk that needs to be considered: if a client is too big, and if you’re trying to unwind them

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