Fed’s 2021 stress test includes major asset price shock
The Federal Reserve published the terms for its 2021 stress test on February 12, including major falls in equity prices and the value of commercial real estate.
The Comprehensive Capital Analysis and Review measures the capital adequacy and resilience of the US’s largest bank-holding companies.
The CCAR imposes both a baseline and a “severely adverse” scenario, which examines losses and capital buffers under the conditions of a theoretical global recession. The 2021 severely adverse scenario
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