Economic research and stress testing

James McAndrews

No 173, Speech from Federal Reserve Bank of New York

Abstract: Remarks at the Fourth Annual Stress Test Modeling Symposium, Federal Reserve Bank of Boston, Boston, Massachusetts.

Keywords: stress testing; Comprehensive Capital Analysis and Review (CCAR); DFAST stress tests; economic cycles; fire sales; spillover; feedback effects; Comprehensive Liquidity Analysis and Review (CLAR); Lucas Critique; stress scenarios; Office of Federal Housing Enterprise Oversight (OFHEO) (search for similar items in EconPapers)
JEL-codes: E58 (search for similar items in EconPapers)
Pages: 1 pages
Date: 2015-06-24
New Economics Papers: this item is included in nep-mac and nep-ure
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