Enhanced Stress Testing and Financial Stability
نویسندگان
چکیده
منابع مشابه
Enhanced Stress Testing and Financial Stability
To date, regulatory bank stress testing in the United States has focused on ensuring the banking system is resilient to losses in one or a few stress scenarios that involve macro-economic weakness, but it is unclear how far this resilience extends beyond the stress scenarios considered. In addition, a theory of which stress-scenarios should be chosen to achieve systemic-risk reduction objective...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2082994