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Federal Reserve Bank of San Francisco
FRBSF Economic Letter
Stress tests: useful complements to financial risk models
Jose A. Lopez
Abstract

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.


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Jose A. Lopez, "Stress tests: useful complements to financial risk models" , Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 14, 2005.
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Keywords: Risk assessment ; Risk management
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