Federal Reserve Bank of San Francisco
FRBSF Economic Letter
Stress tests: useful complements to financial risk models
Many supervisory agencies have begun using stress-testing techniques to assess the capital adequacy of individual firms and even national financial systems. In this Economic Letter, I define stress testing, describe its possible applications, highlight certain techniques developed to conduct this testing, and survey its recent use by supervisory agencies.
Cite this item
Jose A. Lopez, "Stress tests: useful complements to financial risk models"
, Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 14, 2005.
Keywords: Risk assessment ; Risk management
This item with handle RePEc:fip:fedfel:y:2005:i:jun24:n:2005-14
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