The past and future of supervisory stress testing design: remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston
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- Dengov, V. & Melnikova, E., 2013. "Adverse selection in various insurance markets and the ways to deal with it (the experience of practical research)," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), vol. 2, July.
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KeywordsSupervisory Capital Assessment Program (SCAP); Comprehensive Capital Analysis and Review (CCAR); Dodd-Frank Act (DFAST); stress tests; stress test modeling; capital adequacy; balance sheet; first-mover problem; regulatory capital ratios; measurement; walk-through-time approach; shock; Stress Capital Buffer (SCB); design choices; Supervisory Liquidity Analysis and Review (CLAR); supervisory models; pre-provision net revenue (PPNR); model monoculture;
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