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Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future
Company: Office of Financial Research, US Dept of the Treasury
Company Url: Click here to open
Year Of Publication: 2013
Month Of Publication: January
Pages: 14
Download Count: 7
View Count: 1678
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 12-29-2013
Publisher: Administrator
Summary
Stress testing, which has its roots in risk management, should be adapted to support financial stability monitoring and to incorporate the interconnections and dynamics of the financial system. Since the 2008 financial crisis, bank supervisors have honed their financial stability monitoring tools and significantly expanded the use of stress testing in the supervision of the largest financial institutions. This article describes areas in which further research could contribute to the development of best practices in stress testing and how bank supervisory stress tests can be made more useful for macroprudential supervision. We discuss both near-term and longer-term objectives.
WP 0010
Author(s)
Bookstaber, Richard Sign in to follow this author
Flood, Mark Sign in to follow this author
Glasserman, Paul Sign in to follow this author
Cetina, Jill Sign in to follow this author
Feldberg, Greg Sign in to follow this author
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