Fed provides details on changes to stress-testing models


The Federal Reserve has disclosed the details of how it conducts and calculates various parts of its stress tests, in an effort to “improve public understanding” of its regime.

The 80-page report provides information on how the central bank calculates certain figures, such as operational risk losses, pre-provisional net revenue (PPNR) and regulatory capital ratios. It also describes the supervisory framework and policies surrounding model risk management.  

“Using this additional information,

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: