Policy uncertainty and bank stress testing

Paul Kupiec

AEI Economics Working Papers from American Enterprise Institute

Abstract: This paper highlights the policy uncertainty inherent in using stress tests, both to set minimum bank capital requirements and to assess the capital adequacy needed to maintain banking system stability.

Keywords: Dodd-Frank Act; federal reserve; stress tests (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 2019-07
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Journal Article: Policy uncertainty and bank stress testing (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:aei:rpaper:1022739

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