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- Title
Stress Testing in Action: Lessons from the Financial Crisis.
- Authors
Matsakh, Emil; Altintas, Yigit; Callender, Will
- Abstract
The article discusses lessons from the financial crisis using stress testing as a risk management and capital planning tool to identify possible adverse business and market events. It indicates the limitations of the Supervisory Capital Assessment Program (SCAP) of the U.S. Treasury, describes the capital management process and explains the four perspectives of capital adequacy. The common shortcomings in bank's stress-testing practices and a recommended best practice framework for stress testing are also outlined.
- Subjects
UNITED States; FINANCIAL crises; UNITED States. Dept. of the Treasury; CAPITAL investments; BUSINESS cycles; BANKING industry
- Publication
Bank Accounting & Finance (08943958), 2010, Vol 23, Issue 2, p16
- ISSN
0894-3958
- Publication type
Article