Fed provides details on changes to stress-testing models

Central bank publishes report on 2019 stress-test models as part of transparency drive

federal-reserve-beige

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

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 copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

Most read articles loading...

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

.