Federal Reserve Bank of San Francisco
FRBSF Economic Letter
Stress testing and bank capital supervision
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.
Cite this item
Frederick T. Furlong, "Stress testing and bank capital supervision"
, Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 20, 2011.
Keywords: Bank supervision ; Risk assessment
This item with handle RePEc:fip:fedfel:y:2011:i:june27:n:2011-20
is also listed on EconPapers
For corrections, contact Federal Reserve Bank of San Francisco Research Library ()