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Stress testing and bank capital supervision

Author

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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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    Citations

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    Cited by:

    1. Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
    2. Alessandra CEPPARULO & Antonio FORTE, 2014. "Microeconomic Determinants Of Losses In Financial Institutions During The Crisis," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 5(1), pages 27-36.
    3. Peter Debbaut & Huberto M. Ennis, 2014. "Large U.S. Bank Holding Companies During the 2007-09 Financial Crisis: An Overview of the Data," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 113-157.

    More about this item

    Keywords

    Risk assessment; Bank supervision;

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