CCAR: More than a Stress Test

Beverly Hirtle

No 20120702, Liberty Street Economics from Federal Reserve Bank of New York

Abstract: The Federal Reserve recently released the results of its latest stress test of large bank holding companies (BHCs). While the stress test results have received a lot of attention, they are just one part of a much larger effort by the Federal Reserve to ensure that these large BHCs have robust processes for determining how much capital they need to maintain access to funding and continue to serve as credit intermediaries, even under stressed conditions. In this post, I describe these larger efforts and the role that the stress test plays in them.

Keywords: bank capital; Comprehensive Capital Analysis and Review; CCAR; stress tests (search for similar items in EconPapers)
JEL-codes: E2 J00 (search for similar items in EconPapers)
Date: 2012-07-02
New Economics Papers: this item is included in nep-mac
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