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CCAR: More than a Stress Test

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Abstract

The Federal Reserve recently released the results of its latest stress test of large bank holding companies (BHCs). While the stress test results have received a lot of attention, they are just one part of a much larger effort by the Federal Reserve to ensure that these large BHCs have robust processes for determining how much capital they need to maintain access to funding and continue to serve as credit intermediaries, even under stressed conditions. In this post, I describe these larger efforts and the role that the stress test plays in them.

Suggested Citation

  • Beverly Hirtle, 2012. "CCAR: More than a Stress Test," Liberty Street Economics 20120702, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:86813
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    File URL: https://libertystreeteconomics.newyorkfed.org/2012/07/ccar-more-than-a-stress-test.html
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    More about this item

    Keywords

    bank capital; Comprehensive Capital Analysis and Review; CCAR; stress tests;
    All these keywords.

    JEL classification:

    • E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
    • J00 - Labor and Demographic Economics - - General - - - General

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