Regulatory Stress Testing

Regulatory Stress Testing

Limits of stress-test based bank regulation


… These Guidelines provide high level guidance on how Stress Test could be conducted by institutions and assessed by supervisors namely concerning desirable (2)

The Fed – Stress Testing – Federal Reserve Board

… The Stress Testing section coordinates the system-wide efforts to implement and execute the Dodd-Frank Act supervisory stress tests.(3)

… 21 An additional 26 banks have been added to the stress test sample compared to the exercise and further proportionality has been introduced (4)

Stress tests – ECB Banking Supervision

… European banking supervision uses stress tests to assess how well banks are able to cope with financial and economic shocks. Stress test results help (5)

… 19 Federal Reserve Stress Test Results (PDF) · Federal Reserve Board releases results of annual bank stress test which show that banks (6)

Dodd-Frank Act Stress Tests (DFAST)

… DODD-FRANK ACT STRESS TESTS (DFAST) Dodd-Frank Act stress testing is a forward-looking exercise that assesses the impact on capital levels that would result (7)

… 2 Stress testing assesses the resilience of banks and insurers to severe but plausible risks including economic downturns.(8)