Speech
The past and future of supervisory stress testing design: remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston
Abstract: Remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston, Boston.
Keywords: Supervisory Capital Assessment Program (SCAP); Comprehensive Capital Analysis and Review (CCAR); Dodd-Frank Act (DFAST); stress tests; stress test modeling; capital adequacy; balance sheets; first-mover problem; regulatory capital ratios; measurement; walk-through-time approach; shock; Stress Capital Buffer (SCB); design choices; Supervisory Liquidity Analysis and Review (CLAR); supervisory models; pre-provision net revenues; model monoculture;
Access Documents
File(s):
File format is text/html
https://www.newyorkfed.org/newsevents/speeches/2018/hir181009
Description: Full text
Authors
Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Speech
Publication Date: 2018-10-09
Number: 295