Stress testing and bank capital supervision

Frederick Furlong

FRBSF Economic Letter, 2011, issue june27

Abstract: Stress testing was a potent tool in the supervision of bank capital during the financial crisis. Stress tests can enhance supervision of bank capital by providing a more forward-looking and flexible process for assessing risks that might not be fully captured by risk-based capital standards. The level and quality of capital among large banking organizations has increased notably since the introduction of stress tests during the financial crisis.

Keywords: Risk assessment; Bank supervision (search for similar items in EconPapers)
Date: 2011
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