Wednesday, April 19, 2023

IMF: Stress test of shadow banking could hinder sector regulation - reports

 ‘Distorted picture'

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Cristian Angeloni

The International Monetary Fund has warned the Bank of England its upcoming stress test of the $300trn shadow banking system could backfire and make regulating the sector harder.

Speaking at the IMF Spring meeting in Washington DC, financial counsellor Tobias Adrian said the BoE's quest to find instability in shadow banks - such as hedge funds, pension funds, insurers and asset managers - could fail due to regulators not having enough data on the sector's lending and borrowing activities, The Times has reported.

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The Bank of England will start its first survey of the shadow banking system this year, due to financial instability concerns amid rising interest rates, as this area of the industry is subject to different regulation than traditional banking.

The explorative exercise has been spurred by the liability-driven investment meltdown experienced by pension funds in the aftermath of the Mini Budget of September 2022.

Adrian argued the BoE survey would produce a "distorted picture" of instability in the sector, as financial actors are not disclosing the true nature of their activities.

Additionally, the Bank of England does not have the power to regulate the sector and would rely solely on its voluntary participation for its stress test.

"I worry that having an incomplete picture might give a distorted picture in terms of risk-taking," Adrian added. "[Regulators] might feel quite confident, but they might be overlooking certain segments that turn out to be quite crucial."

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He warned the results of the stress test may push funds and asset managers to change their business models in order to avoid scrutiny.

"Once [regulators] try to understand something, there is an incentive to move away from that lightbulb," he said. "That is the challenge."

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