Discussion Paper

Assessing the Resiliency of the Banking Industry to a Commercial Real Estate Price Shock


Abstract: In order to assess the resiliency of the non-Dodd-Frank Act stress test (DFAST) bank holding companies (BHCs), this note uses the loan-loss rate information in the public disclosure documents from DFAST 2017 and 2018.

https://doi.org/10.17016/2380-7172.2380

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Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2019-05-30

Number: 2019-05-30