A Piigs exit from the single currency would bring a 40% drop in euro yield curve and 20% fall in euro equities, according to modelling from SunGard's APT risk system.
As a professional, I would also be interested to see the scenario where Germany would leave the euro. And the resulting scenario should also include the new DM values.
Paris (France) or Brussels (Belgium)
© Finextra Research 2016