Speech
Economic research and stress testing
Abstract: Remarks at the Fourth Annual Stress Test Modeling Symposium, Federal Reserve Bank of Boston, Boston, Massachusetts.
Keywords: stress testing; Comprehensive Capital Analysis and Review (CCAR); DFAST stress tests; economic cycles; fire sales; spillover; feedback effects; Comprehensive Liquidity Analysis and Review (CLAR); Lucas Critique; stress scenarios; Office of Federal Housing Enterprise Oversight (OFHEO);
JEL Classification: E58;
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Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Speech
Publication Date: 2015-06-24
Number: 173