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Bank Capital and Stress Testing

June 1, 2018

TCH BCI Continues to Show Extremely Resilient Banking Sector

By Francisco Covas

The Clearing House Bank Conditions Index (TCHBCI) declined slightly in the fourth quarter of 2017 but continues to show an extremely resilient banking system, reflecting in large part the very… Continue Reading

Bank Capital and Stress Testing, Bank Liquidity

March 3, 2018

The Value of Diversity in Bank Credit Portfolios

By David Caruthers and Mark Faulkner

Diversity – in nature and in human activity – is usually seen as a force for good. This view has strong support among credit market participants, especially the banks that… Continue Reading

Bank Capital and Stress Testing, Supervision and Enforcement

March 3, 2018

The Resurgence of Debt as Capital

By Oliver I. Ireland, Anna Pinedo, and Jeremy Jennings-Mares

Before the financial crisis, the Federal Reserve Board (FRB) had explored the use of hybrid capital instruments at the bank holding company (BHC) level that combined the cost efficiency (including… Continue Reading

Bank Capital and Stress Testing

September 3, 2017

Banks’ Own Models Should Play a Key Role in U.S. Supervisory Stress Tests

by Francisco Covas

The role of supervisory stress tests in banking supervision has increased dramatically since the aftermath of the 2007–2009 financial crisis. In particular, the Federal Reserve’s stress tests are a key… Continue Reading

Bank Capital and Stress Testing, Supervision and Enforcement

September 3, 2017

Stress Tests: Restore Compliance with the APA

by Hal Scott

Since the financial crisis ended, the authority of banking regulators, particularly the Federal Reserve, has greatly expanded to include the power to disapprove of distributions to shareholders under the Fed’s… Continue Reading

Bank Capital and Stress Testing, Supervision and Enforcement

September 3, 2017

Why Banking Systems Today Are More Unstable than Ever

by Charles W. Calomiris

Economic explanations for why banking crises occur focus on two influences: macroeconomic shocks that cause banks’ loans to become riskier, and banks’ tendency to fund themselves with large proportions of… Continue Reading

Bank Capital and Stress Testing

September 3, 2017

Structural Limitations and Activity Restrictions

by Norbert Michel

For at least a century, the U.S. regulatory framework has increasingly hindered the financial intermediation process, particularly in the banking industry. The current regulatory regime is counterproductive for many reasons,… Continue Reading

Bank Capital and Stress Testing, Bank Liquidity, Supervision and Enforcement

June 3, 2017

Has Something Gone Wrong with Over-the-Counter Markets?

Darrell Duffie

Post-crisis increases in the capital requirements of large bank-affiliated dealers have reduced the liquidity of financial markets. The Volcker Rule may also have contributed to a loss of market liquidity…. Continue Reading

Bank Capital and Stress Testing, Bank Liquidity

March 3, 2017

A Delicate Balance

by Francisco Covas

Post-crisis, U.S. bank regulators have imposed capital requirements that are very high relative to historical norms and current international standards. They have also introduced more granular capital requirements, determining the… Continue Reading

Bank Capital and Stress Testing

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