Testing Bank Resiliency Through Time

Sergio Correia, Matthew P. Seay and Cindy M. Vojtech
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Cindy M. Vojtech: https://www.federalreserve.gov/econres/cindy-m-vojtech.htm

No 2022-03-18, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: A resilient banking system meets the demands of households and businesses for financial services during both benign and severe macroeconomic and financial conditions. Banks' ability to weather severe macroeconomic shocks, and their willingness to continue providing financial services, depends on their levels of capital, balance sheet exposures, and ability to generate earnings. This note uses the Forward-Looking Analysis of Risk Events (FLARE) stress testing model to evaluate the resiliency of the banking system by consistently applying severe macroeconomic and financial shocks each quarter between 2014:Q1 and 2021:Q3.

Date: 2022-03-18
New Economics Papers: this item is included in nep-env, nep-fdg, nep-ore and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2022-03-18

DOI: 10.17016/2380-7172.3070

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