Fed provides details on changes to stress-testing models
Central bank publishes report on 2019 stress-test models as part of transparency drive
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
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