Primer on the Forward-Looking Analysis of Risk Events (Flare) Model : A Top-Down Stress Test Model

This technical note describes the Forward-Looking Analysis of Risk Events (FLARE) model, which is a top-down model that helps assess how well the banking system is positioned to weather exogenous macroeconomic shocks. FLARE estimates banking system capital under varying macroeconomic scenarios, time horizons, and other systemic shocks

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Year of publication:	[2021]
Authors:	Correia, Sergio ; Kiernan, Kevin F. ; Seay, Matthew P. ; Vojtech, Cindy M.
Publisher:	[S.l.] : SSRN

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Extent:	1 Online-Ressource (22 p)
Series:	FEDS Working Paper ; No. 2020-15
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February, 2020 erstellt
Classification:	G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014351817