Cyclicality and the Severity of the U.S. Supervisory Stress Test: 2014 to 2018

Jose M. Berrospide, Andrew M. Cohen, Ronel Elul, David Hou, Aytek Malkhozov, Marc Rodriguez and Robert F. Sarama
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Jose M. Berrospide: https://www.federalreserve.gov/econres/jose-m-berrospide.htm
Andrew M. Cohen: https://www.federalreserve.gov/econres/andrew-m-cohen.htm
Robert F. Sarama: https://www.federalreserve.gov/econres/robert-f-sarama.htm

No 2019-06-07, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this study, we provide a measure of the severity of the 2014-2018 US supervisory stress tests, and examine how that severity measure has evolved.

Date: 2019-06-07
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2019-06-07

DOI: 10.17016/2380-7172.2393

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