Stress Testing and Shoring Up Bank Capital

Stress Testing and Shoring Up Bank Capital PDF

Author: Elizabeth Warren

Publisher: DIANE Publishing

Published: 2010

Total Pages: 168

ISBN-13: 1437922996

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Contents: Executive Summary; Section 1: Stress Testing and Shoring Up Bank Capital: A. Overview; B. The Stress Tests; C. Immediate Impact of the Stress Tests; D. A Comment on the Supervisory Process; E. Specific Limitations of the Stress Tests; F. Independent Analysis of Stress Tests; G. Next Steps; H. Issues; I. Recommendations; J. Conclusions; K. Tables; Annex to Section 1: The Supervisory Capital Assessment Program: An Appraisal; Section 2: Additional Views; Section 3: Correspondence with Treasury Update; Section 4: TARP Updates Since Last Report; Section 5: Oversight Activities; Section 6: About the Congressional Oversight Panel; Appendices. Charts and tables.

Banking's Final Exam

Banking's Final Exam PDF

Author: Morris Goldstein

Publisher: Columbia University Press

Published: 2017-05-30

Total Pages: 379

ISBN-13: 0881327069

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Spurred by the success of the first stress test of US banks toward the end of the global economic crisis in 2009, stress testing of large financial institutions has become the cornerstone of banking supervision worldwide. The aim of the tests is to determine which banks are adequately capitalized under severe economic shocks and to order corrective measures for those that are vulnerable. In Banking’s Final Exam, one of the world’s leading experts on banking regulation concludes that the tests administered on both sides of the Atlantic suffer from fundamental weaknesses, leading to a false sense of reassurance about the safety and soundness of the banking system. Some weaknesses can be corrected within the existing bank-capital regime, but others will require bold reforms—including higher minimum capital requirements for the largest and most systemically-important banks. The banking industry is likely to resist these reforms, but this book explains why their objections do not hold water.

Stress Testing within the Banking Industry

Stress Testing within the Banking Industry PDF

Author: Felix Lessambo

Publisher: Ethics International Press

Published: 2024-08-01

Total Pages: 244

ISBN-13: 1804417599

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Central banks have become part of our modern life. Understanding their operations and policies is important, even to a layperson. At the core of their mission is financial stability. The stress test is one of the tools that Central Banks (or monetary authorities) use to assess how sound commercial banks are within their jurisdictions at any point in time. Bank stress testing is designed to test the resilience of banks to severe but plausible shocks. These scenarios are conceived around a fall of asset prices, a shock to interest rates, a reassessment of risk premiums or a large depreciation to correct an external imbalance. Nonetheless, passing a stress test does not provide a blind assurance that a financial institution is safe and outside the reach of collapse. This book aims to educate on the risks tested and the methods often used in stress testing. It is the first book in its field to make a comprehensive and up-to-date analysis of stress testing, including climate risk.

Rules of Thumb for Bank Solvency Stress Testing

Rules of Thumb for Bank Solvency Stress Testing PDF

Author: Mr.Daniel C. Hardy

Publisher: International Monetary Fund

Published: 2013-11-11

Total Pages: 67

ISBN-13: 1475518110

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Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks’ capital ratios and key drivers thereof—primarily credit losses, income, credit growth, and risk weights—in advanced and emerging economies, under more or less severe stress conditions. The proposed rules imply disproportionate responses to large shocks, and can be used to quantify the cyclical behaviour of capital ratios under various regulatory approaches.

The Panic of 2008

The Panic of 2008 PDF

Author: Lawrence E. Mitchell

Publisher: Edward Elgar Publishing

Published: 2010-01-01

Total Pages: 369

ISBN-13: 1849807981

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The Panic of 2008 brings together scholars from a variety of disciplines to examine the causes and consequences of the global credit crisis, the subsequent collapse of the financial markets, and the following recession. The book evaluates the crisis in historical context, explores its various legal, economic, and financial dimensions, and considers various possibilities for reform. The Panic of 2008 is one of the first in-depth efforts to study the crisis as it was in the very earliest stage of resolution, and establishes a foundation for thinking about and evaluating current reform efforts and the likelihood of recurrence. This is a thorough and detailed examination by leading scholars from law, history, finance and economics and as such will be of great interest to the scholarly and academic communities of legal academicians, financial historians, financial economists, and economists. General readers engaged with the ramifications of the financial crisis, including practising lawyers, policymakers, and financial and business professionals, will also find the book invaluable and useful.

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