Ten years after the Federal Reserve’s crisis-era bank stress test, it is time to recalibrate the stress tests for “peacetime.” Outside of a crisis, supervisors should tailor stress tests to focus on their comparative advantages by taking a macroprudential focus, with severe scenarios that enable them to learn about emerging risks in both traditional and shadow banking sectors. In peacetime, also, supervisors should emphasize risk- management practices and be wary of forcing rapid changes in capital levels for individual banks, while linking stress-test results with countercyclical capital buffers across the system
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
The Dodd-Frank Act requires that the Federal Reserve conduct an annual stress test on large bank hol...
The thesis investigates the impact of supervisory stress tests on bank performance using three bank ...
In the spring of 2009, the United States was mired in the greatest recession it had faced since the ...
The Board of Governors of the Federal Reserve System (Fed) has introduced its 2013 stress test progr...
This paper describes an approach for stress testing banks that is consistent across economies and ge...
In response to the difficulties facing the nation’s leading financial institutions after the 2008 ec...
In the field of banking and financial regulation, the past five years have been nothing short of a r...
In recent years, the question of how to prevent another crippling re- cession has become a prominen...
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on U.S. bank liquidity creat...
Emergence of crisis in financial markets, especially banks, have forced a change in approach to risk...
In the aftermath of the Financial Crisis, The United States Congress passed the Dodd- Frank Wall Str...
When President Obama took office in 2009, the Treasury focused on restarting bank lending and repair...
Contrary to the common approach of stress-testing under which banks are evaluated whether they are d...
Drawing on the lessons from the global financial crisis and especially from its impact on the bankin...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
The Dodd-Frank Act requires that the Federal Reserve conduct an annual stress test on large bank hol...
The thesis investigates the impact of supervisory stress tests on bank performance using three bank ...
In the spring of 2009, the United States was mired in the greatest recession it had faced since the ...
The Board of Governors of the Federal Reserve System (Fed) has introduced its 2013 stress test progr...
This paper describes an approach for stress testing banks that is consistent across economies and ge...
In response to the difficulties facing the nation’s leading financial institutions after the 2008 ec...
In the field of banking and financial regulation, the past five years have been nothing short of a r...
In recent years, the question of how to prevent another crippling re- cession has become a prominen...
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on U.S. bank liquidity creat...
Emergence of crisis in financial markets, especially banks, have forced a change in approach to risk...
In the aftermath of the Financial Crisis, The United States Congress passed the Dodd- Frank Wall Str...
When President Obama took office in 2009, the Treasury focused on restarting bank lending and repair...
Contrary to the common approach of stress-testing under which banks are evaluated whether they are d...
Drawing on the lessons from the global financial crisis and especially from its impact on the bankin...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
The Dodd-Frank Act requires that the Federal Reserve conduct an annual stress test on large bank hol...
The thesis investigates the impact of supervisory stress tests on bank performance using three bank ...