Updated Primer on the Forward-Looking Analysis of Risk Events (FLARE) Model: A Top-Down Stress Test Model

Sergio Correia, Matthew P. Seay and Cindy M. Vojtech
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Cindy M. Vojtech: https://www.federalreserve.gov/econres/cindy-m-vojtech.htm

No 2022-009, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This is an updated technical note describes the Forward-Looking Analysis of Risk Events (FLARE) model, which is a top-down model that helps assess how well the banking system is positioned to weather exogenous macroeconomic shocks. FLARE estimates banking system capital under varying macroeconomic scenarios, time horizons, and other systemic shocks.

Keywords: Bank capital; Financial insitutions; Stress test (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Pages: 26 p.
Date: 2022-03-04
New Economics Papers: this item is included in nep-ban, nep-fdg and nep-rmg
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:2022-09

DOI: 10.17016/FEDS.2022.009

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