Are the Federal Reserve's Stress Test Results Predictable?
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Cited by:
- Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo, 2020.
"March madness in Wall Street: (What) does the market learn from stress tests?,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015. "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," Working Papers 771, Queen Mary University of London, School of Economics and Finance.
- Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015. "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," Working Papers 771, Queen Mary University of London, School of Economics and Finance.
- Ms. Deniz O Igan & Marcelo Pinheiro & Marcelo Fernandes, 2015. "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," IMF Working Papers 2015/271, International Monetary Fund.
- Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018. "The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance," Working Papers on Finance 1814, University of St. Gallen, School of Finance.
- Berrospide, Jose M. & Edge, Rochelle M., 2024. "Bank capital buffers and lending, firm financing and spending: What can we learn from five years of stress test results?✰," Journal of Financial Intermediation, Elsevier, vol. 57(C).
- Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017.
"Evaluating the information in the federal reserve stress tests,"
Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 1-18.
- Mark J. Flannery & Beverly Hirtle & Anna Kovner, 2015. "Evaluating the information in the Federal Reserve stress tests," Staff Reports 744, Federal Reserve Bank of New York.
- Jondeau, Eric & Khalilzadeh, Amir, 2022. "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017.
"Models of Financial Stability and their Application in Stress Tests,"
Working Papers on Finance
1805, University of St. Gallen, School of Finance.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- International Monetary Fund, 2015. "United States: Financial Sector Assessment Program-Stress Testing-Technical Notes," IMF Staff Country Reports 2015/173, International Monetary Fund.
- Til Schuermann, 2020. "Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 87-105, October.
- Buch, Claudia M. & Vogel, Edgar & Weigert, Benjamin, 2018. "Evaluating macroprudential policies," ESRB Working Paper Series 76, European Systemic Risk Board.
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Keywords
Stress Testing;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-05-30 (Central Banking)
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