Stress testing and bank capital supervision

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.

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Year of publication:	2011
Authors:	Furlong, Fred
Published in:	FRBSF Economic Letter. - Federal Reserve Bank of San Francisco. - 2011, 20
Publisher:	Federal Reserve Bank of San Francisco
Subject:	Bank supervision \| Risk assessment

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009146787