Supervisory stress tests
We describe the background, design choices, and particular details of stress tests used as
part of an overall supervisory regime, that is, their formal integration into the ongoing …
part of an overall supervisory regime, that is, their formal integration into the ongoing …
Stress tests and small business lending
Post-crisis stress tests have altered banks' credit supply to small business. Banks most
affected by stress tests reallocate credit away from riskier markets and toward safer ones …
affected by stress tests reallocate credit away from riskier markets and toward safer ones …
Deep learning for mortgage risk
A Sadhwani, K Giesecke… - Journal of Financial …, 2021 - academic.oup.com
We examine the behavior of mortgage borrowers over several economic cycles using an
unprecedented dataset of origination and monthly performance records for over 120 million …
unprecedented dataset of origination and monthly performance records for over 120 million …
[图书][B] Technological change, financial innovation, and diffusion in banking
THE commercial banking business has changed dramatically over the past 30 years, due in
large part to technological change. 1 Advances in telecommunications, information …
large part to technological change. 1 Advances in telecommunications, information …
Bank cleanups, capitalization, and lending: Evidence from india
Y Chopra, K Subramanian… - The Review of Financial …, 2021 - academic.oup.com
We examine the Indian bank asset quality review, which doubled the declared loan
delinquency rate. Relative economic stability during the exercise and the absence of a …
delinquency rate. Relative economic stability during the exercise and the absence of a …
Assessing financial stability: The capital and loss assessment under stress scenarios (CLASS) model
The CLASS model is a top-down capital stress testing framework that uses public data,
simple econometric models and auxiliary assumptions to project the effect of …
simple econometric models and auxiliary assumptions to project the effect of …
Do stress tests matter? Evidence from the 2014 and 2016 stress tests
Stress tests have been increasingly used in recent years by regulators to foster confidence
in the banking sector by not only increasing its resilience via mandatory capital increases …
in the banking sector by not only increasing its resilience via mandatory capital increases …
[HTML][HTML] Bank regulation and supervision: A symbiotic relationship
Supervisory assessments such as stress-tests gauge banks' riskiness and allow regulators
to impose bank-specific capital regulation. This can improve welfare. Yet, regulation based …
to impose bank-specific capital regulation. This can improve welfare. Yet, regulation based …
Stress tests and model monoculture
We study whether regulators should reveal stress test results that contain imperfect
information about banks' financial health. Although disclosure restores market confidence in …
information about banks' financial health. Although disclosure restores market confidence in …
Stress testing banks: whence and whither?
PS Kapinos, C Martin, OA Mitnik - Journal of Financial Perspectives, 2018 - papers.ssrn.com
This paper provides a brief overview of the recent practice of stress testing banking
institutions, focusing on capital adequacy. We argue that stress testing has been …
institutions, focusing on capital adequacy. We argue that stress testing has been …