Alright I had the chance to try a different GPU, which also happened to be a 560Ti factory overclocked to 900Mhz. Slightly different configuration with 2 fans and a bigger heat sink though.
Unfortunately this didn't make a difference as I tried to play New Vegas before and after and both times I recieved blue screens, dump files attached.
I don't know if it is just the game or something completely different, but it seems apparent that my graphics card is ok.