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Stress testing and bank capital supervision

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  • 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.

Suggested Citation

  • Frederick T. Furlong, 2011. "Stress testing and bank capital supervision," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue june27.
  • Handle: RePEc:fip:fedfel:y:2011:i:june27:n:2011-20
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    File URL: http://www.frbsf.org/publications/economics/letter/2011/el2011-20.html
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    Cited by:

    1. 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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    Keywords

    Bank supervision ; Risk assessment;

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