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Keywords:capital adequacy 

Discussion Paper
Bank Supervisory Goals versus Monetary Policy Implementation

The global financial crisis of 2007–09 revealed substantial weaknesses in large banks' capital adequacy and liquidity. Bank regulators responded with a variety of prudential measures intended to strengthen both. However, these prudential measures resulted in conflicts with the implementation of monetary policy that helped alter the way the Federal Reserve conducts monetary policy. I review three such conflicts: regulation inhibiting interest on excess reserves arbitrage starting in 2008, regulation inhibiting banks' operations in the repo market in 2019, and regulation inhibiting their ...
Policy Hub , Paper 2021-03

Working Paper
Measuring capital adequacy supervisory stress tests in a Basel world

The United States is now committed to using two relatively sophisticated approaches to measuring capital adequacy: Basel III and stress tests. This paper shows how stress testing could mitigate weaknesses in the way Basel III measures credit and interest rate risk, the way it measures bank capital, and the way it creates countercyclical capital buffers. However, this paper also emphasizes the extent to which stress tests add value will depend upon the exercise of supervisor discretion in the design of stress scenarios. Whether supervisors will use this discretion more effectively than they ...
FRB Atlanta Working Paper , Paper 2013-15

Speech
Opening remarks at the Conference on Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness

Remarks at the Conference on Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness, Federal Reserve Bank of New York, New York City.
Speech , Paper 197

Discussion Paper
Bank Supervisory Goals versus Monetary Policy Implementation

The global financial crisis of 2007–09 revealed substantial weaknesses in large banks' capital adequacy and liquidity. Bank regulators responded with a variety of prudential measures intended to strengthen both. However, these prudential measures resulted in conflicts with the implementation of monetary policy that helped alter the way the Federal Reserve conducts monetary policy. I review three such conflicts: regulation inhibiting interest on excess reserves arbitrage starting in 2008, regulation inhibiting banks' operations in the repo market in 2019, and regulation inhibiting their ...
Policy Hub , Paper 2021-03

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

Remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston, Boston.
Speech , Paper 295

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