Stress testing and bank capital supervision
AbstractStress 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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Bibliographic InfoArticle provided by Federal Reserve Bank of San Francisco in its journal FRBSF Economic Letter.
Volume (Year): (2011)
Issue (Month): june27 ()
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- Forte, Antonio & Cepparulo, Alessandra, 2012. "Microeconomic determinants of losses in financial institutions during the crisis," MPRA Paper 38539, University Library of Munich, Germany.
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