Putting Banks to the (Stress) Test
Goldstein, Itay, and Haresh Sapra. "Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits." Paper prepared for the Federal Reserve Bank of New York's Conference "Disclosure, Transparency, and Financial Reporting in the Financial Services Industry," Sept. 21, 2012.
Greenlaw, David, Anil K. Kashyap, Kermit L. Schoenholtz, and Hyun Song Shin. "Stressed Out: Macroprudential Principles for Stress Testing." Chicago Booth School of Business Research Paper No. 12-08, Feb. 13, 2012.
Haldane, Andrew G. "Why Banks Failed the Stress Test." Speech prepared for the Marcus-Evans Conference on Stress Testing, London, Feb. 9-10, 2009.
Hirtle, Beverly J., Til Schuermann, and Kevin J. Stiroh. "Macroprudential Supervision of Financial Institutions: Lessons from the SCAP." Federal Reserve Bank of New York Staff Report No. 409, November 2009.
Prescott, Edward Simpson. "Should Bank Supervisors Disclose Information About Their Banks?" Federal Reserve Bank of Richmond Economic Quarterly, Winter 2008, vol. 94, no. 1, pp. 1-16.
Schuermann, Til. "Stress Testing Banks." Paper prepared for a meeting of the Global Association of Risk Professionals, New York City, April 18, 2012.
Order single copies or subscribe to Region Focus and other publications from the Federal Reserve System.