European Parliament Library

United States :, Publication of Financial Sector Assessment Program Documentation: Technical Note on Stress Testing

Abstract
The stress testing analysis in the United States was based on publicly available information and on models that are subject to a considerable degree of uncertainty. The stress tests illustrate important vulnerabilities in the banking sector. It highlights the importance of macrofinancial linkages, and dependencies among the largest institutions. The results illustrate the high sensitivity of Bank Holding Company’s asset quality and capital positions. Market liquidity risks appear to have declined, although financial firms remain vulnerable to funding rollover risk. The life insurance sector is relatively resilient
Table Of Contents
Cover; Contents; Glossary; I. Introduction and Main Findings; Figures; 1. Key Conceptual Differences in Loss Measurements Across Pillars; Tables; 1. List of Institutions in the Three Stress Test Pillars; II. Balance-Sheet Based Macroprudential Stress Tests; A. Introduction; 2. Capital Position of BHCs, 1997-2010; B. Baseline Scenario; 3. Baseline Scenario: Quarterly Loss Profiles, 2007-14; 4. Estimated Bank-Specific Effects and Group Averages in Return on Asset Regressions; 2. Peaks for Loan Loss Charge-Off Rates, 2009-14 (Percent); 3. Cumulative Loss Rates, 2010-2014 (In percent)
Language
eng
Literary Form
non fiction
Note
"July 2010"
Physical Description
1 online resource (117 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9786612847899

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