Stress tests: useful complements to financial risk models

Jose Lopez

FRBSF Economic Letter, 2005, issue jun24

Abstract: Many supervisory agencies have begun using stress-testing techniques to assess the capital adequacy of individual firms and even national financial systems. In this Economic Letter, I define stress testing, describe its possible applications, highlight certain techniques developed to conduct this testing, and survey its recent use by supervisory agencies.

Keywords: Risk assessment; Risk management (search for similar items in EconPapers)
Date: 2005
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