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Are Stress Tests Still Informative?

Author

Listed:
  • Beverly Hirtle
  • Anna Kovner
  • Samantha Zeller

Abstract

Since the height of the financial crisis, each year the Federal Reserve has disclosed the results of its stress tests, and stress testing has become ?business as usual? in the U.S. banking industry. In this post, we assess whether market participants find supervisory stress test disclosures informative. After half a decade, do the disclosures still contain information that the market finds valuable?

Suggested Citation

  • Beverly Hirtle & Anna Kovner & Samantha Zeller, 2016. "Are Stress Tests Still Informative?," Liberty Street Economics 20160404, Federal Reserve Bank of New York.
  • Handle: RePEc:fip:fednls:87113
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    File URL: https://libertystreeteconomics.newyorkfed.org/2016/04/are-stress-tests-still-informative.html
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    More about this item

    Keywords

    disclosure; event study; Stress test;

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

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