Capital vulnerability at US banks began four years prior to crisis, NY Fed paper finds
Projections generated from banking data from the early 2000s show capital vulnerability in the US banking sector started as far back as 2004, before it peaked during the financial crisis at the end of 2008, according to a Federal Reserve Bank of New York brief.
The Capital and Loss Assessment under Stress Scenarios (CLASS) Model, by Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot, uses the CLASS model, "a top-down capital stress-testing framework that projects the effect of different
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe
You are currently unable to print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@centralbanking.com
Most read
- Trends in reserve management 2024: survey results
- Central bank of the year: Central Bank of Brazil
- Riksbank’s Thedéen to be next Basel Committee chair