Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/280556 
Authors: 
Year of Publication: 
2018
Series/Report no.: 
AEI Economics Working Paper No. 2017-03
Version Description: 
Updated January 2018
Publisher: 
American Enterprise Institute (AEI), Washington, DC
Abstract: 
Regulatory forecasts of bank performance over hypothetical multiyear stress scenarios are used to set financial institution minimum regulatory capital requirements in multiple jurisdictions, yet little is known about the accuracy of these supervisory stress test models.
Subjects: 
Financial institutions
banks
stress tests
JEL: 
A
Document Type: 
Working Paper

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