Stress testing, there's been much talk about stress testing of bank's balance sheet. We heard about the C-C-A-R, the CCAR, the Comprehensive Capital Analysis and Review, performed by the Fed in the US. We've heard of DFAST, Dodd-Frank Act Stress Test, also performed by the Fed, and EU stress testing, performed by the European Banking Authority. And what do these stress tests do? Well, they look at the bank holding company and they look what happens to the balance sheet, primarily the liquid assets, and the equity buffers, and the capital ratios in times of changes to certain assumptions. So they test for changes in GDP and GDP growth, employment, stock market trading, interest rates, and much, much more. And see, what happens to the bank balance sheet in terms of equity, in terms of liquidity, if we change these. And the key questions they ask themselves after the stress test is, will the banks hold sufficient capital if there's a crisis? Is the capital structure stable in a crisis? And are any planned capital distributions viable? What that last bit means is that, are any of the dividends or share buybacks that an institution has planned to do, are they viable under these scenarios? If they're not, then maybe the regulator could put a stop to capital distributions.