Jakob,
Hard to generalize. Like as was suggested above, never dared to try it without a reasonable load on a switching supply.
In the "old days" a switching PS with just its own fan as a load would be toast, my guess within 30 seconds. I know for the serious they still sell little boxes for USA $4 to allow you to put a load on modern switching supplies to test their leads without damage to the PS itself.
Again, the PS fan is not sufficient from the warnings I have read for even ATX switching PS units. To run the PS without load other than its fan is almost certainly fatal.
If you have better advice, I would appreciate hearing it. I always ensure a load before testing the power leads with a VM, and I know from reading the Forums here and elsewhere that the PS without load seems even with modern ATX supplies not to work very well, or at all, from amatuer diagnostics of a "No POST" by pulling all the power supply leads to the system.