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Federal Reserve Bank of San Francisco
FRBSF Economic Letter
Stress testing and bank capital supervision
Frederick T. Furlong
Abstract

Stress testing was a potent tool in the supervision of bank capital during the financial crisis. Stress tests can enhance supervision of bank capital by providing a more forward-looking and flexible process for assessing risks that might not be fully captured by risk-based capital standards. The level and quality of capital among large banking organizations has increased notably since the introduction of stress tests during the financial crisis.


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Frederick T. Furlong, "Stress testing and bank capital supervision" , Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 20, 2011.
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Keywords: Bank supervision ; Risk assessment
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