Stress Tests and Policy
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Beverly Hirtle & Til Schuermann & Kevin J. Stiroh, 2009. "Macroprudential supervision of financial institutions: lessons from the SCAP," Staff Reports 409, Federal Reserve Bank of New York.
- Stanton, Thomas H., 2012. "Why Some Firms Thrive While Others Fail: Governance and Management Lessons from the Crisis," OUP Catalogue, Oxford University Press, number 9780199915996.
- Mark Paddrik & H. Peyton Young, 2017.
"How Safe are Central Counterparties in Derivatives Markets?,"
Working Papers
17-06, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Economics Series Working Papers 826, University of Oxford, Department of Economics.
- Mark Paddrik & Peyton Young, 2018. "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers 934, Society for Economic Dynamics.
- Schuermann, Til, 2016.
"Stress Testing in Wartime and in Peacetime,"
Working Papers
17-01, University of Pennsylvania, Wharton School, Weiss Center.
- Schuermann, Til, 2016. "Stress Testing in Wartime and in Peacetime," Working Papers 16-01, University of Pennsylvania, Wharton School, Weiss Center.
- Daniel Covitz & Nellie Liang & Gustavo A. Suarez, 2013. "The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market," Journal of Finance, American Finance Association, vol. 68(3), pages 815-848, June.
- W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015.
"The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO,"
FRB Atlanta Working Paper
2015-3, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015. "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers 15-4, Federal Reserve Bank of Boston.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E., 2020.
"Stress tests and small business lending,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 260-279.
- Kristle Romero Cortes & Yuliya Demyanyk & Lei Li & Elena Loutskina & Philip E. Strahan, 2018. "Stress Tests and Small Business Lending," Working Papers (Old Series) 1802, Federal Reserve Bank of Cleveland.
- Kristle Cortés & Yuliya Demyanyk & Lei Li & Elena Loutskina & Philip E. Strahan, 2018. "Stress Tests and Small Business Lending," NBER Working Papers 24365, National Bureau of Economic Research, Inc.
- Thomas Ian Schneider & Philip E. Strahan & Jun Yang, 2020. "Bank Stress Testing: Public Interest or Regulatory Capture?," NBER Working Papers 26887, National Bureau of Economic Research, Inc.
- König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
- repec:ofr:report:12-1 is not listed on IDEAS
- Xin Huang & Hao Zhou & Haibin Zhu, 2012.
"Systemic Risk Contributions,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 55-83, October.
- Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 36-43, Bank for International Settlements.
- Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," Finance and Economics Discussion Series 2011-08, Board of Governors of the Federal Reserve System (U.S.).
- Nicole Boyson & Jean Helwege & Jan Jindra, 2014. "Crises, Liquidity Shocks, and Fire Sales at Commercial Banks," Financial Management, Financial Management Association International, vol. 43(4), pages 857-884, December.
- Paul Pelzl & María Teresa Valderrama, 2019.
"Capital regulations and the management of credit commitments during crisis times,"
DNB Working Papers
661, Netherlands Central Bank, Research Department.
- Pelzl, Paul & Valderrama, Maria Teresa, 2020. "Capital Regulations and the Management of Credit Commitments during Crisis Times," Discussion Papers 2020/12, Norwegian School of Economics, Department of Business and Management Science.
- Dissem, Sonia & Lobez, Frederic, 2020. "Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk," Research in International Business and Finance, Elsevier, vol. 51(C).
- Lawrence Christiano & Husnu Dalgic & Xiaoming Li, 2022.
"Modelling the Great Recession as a Bank Panic: Challenges,"
Economica, London School of Economics and Political Science, vol. 89(S1), pages 200-238, June.
- Lawrence Christiano & Hüsnü Dalgic & Xiaoming Li, 2022. "Modeling the Great Recession as a Bank Panic: Challenges," NBER Working Papers 29955, National Bureau of Economic Research, Inc.
- Park, Hyun Woong & Bernardin, Thomas, 2018. "Liquidity, bank runs, and fire sales under local thinking," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 89-102.
- Yanfang Zhang & Mushang Lee, 2019. "A Hybrid Model for Addressing the Relationship between Financial Performance and Sustainable Development," Sustainability, MDPI, vol. 11(10), pages 1-15, May.
- Eisenbach, Thomas M., 2017.
"Rollover risk as market discipline: A two-sided inefficiency,"
Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
- Thomas M. Eisenbach, 2013. "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports 597, Federal Reserve Bank of New York.
- Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
- Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate, 2017.
"Macroprudential policy: a case study from a tabletop exercise,"
Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 1-30.
- Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate, 2015. "Macroprudential policy: case study from a tabletop exercise," Staff Reports 742, Federal Reserve Bank of New York.
- Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate, 2015. "Macroprudential Policy: Case Study from a Tabletop Exercise," Supervisory Research and Analysis Working Papers RPA 15-1, Federal Reserve Bank of Boston.
- Liu, Laura Xiaolei & Mao, Mike Qinghao & Nini, Greg, 2018. "Customer risk and corporate financial policy: Evidence from receivables securitization," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 453-467.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
- Tomasz R. Bielecki & Igor Cialenco & Shibi Feng, 2018. "A Dynamic Model of Central Counterparty Risk," Papers 1803.02012, arXiv.org.
- Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2014.
"Repo Runs,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 957-989.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM e14f6c26-c077-46fb-92a8-8, Tilburg University, School of Economics and Management.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Discussion Paper 2010-44S, Tilburg University, Center for Economic Research.
- Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 448, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig, 2011. "Repo runs," LSE Research Online Documents on Economics 119064, London School of Economics and Political Science, LSE Library.
- Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM 9b278253-9cc0-410a-a8c4-6, Tilburg University, School of Economics and Management.
- Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020.
"Financial constraints and collateral crises,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 238-250, October.
- Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020. "Financial constraints and collateral crises," Discussion Papers 2007, Centre for Macroeconomics (CFM).
- Reza Yamora SIREGAR & Vincent Choon Seng LIM, 2010.
"The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 83-99.
- Siregar, Reza Yamora & Lim & C.S. Vincent, 2010. "The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp74.
- Siregar, Reza Yamora & Lim, CS Vincent, 2010. "The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability," MPRA Paper 20846, University Library of Munich, Germany.
More about this item
Keywords
Supervisory Capital Assessment Program; SCAP; DFAST; CCAR; Federal Reserve; bank-capital policy; macroprudential policy; supervision; transparency;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ysm:ypfsfc:3111. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/smyalus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.