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My bibliography Save this paperThe failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO
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- W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015. "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers 15-4, Federal Reserve Bank of Boston.
References listed on IDEAS
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Bank Capital and Stress Tests: The Foundation of a Thriving Economy
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-07-23 11:26:07 - Transparent stress tests?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-09-26 17:22:36 - Regulatory Discretion and Asset Prices
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-05-22 16:54:21 - Ensuring Stress Tests Remain Effective
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-01-22 13:00:51
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Thomas Ian Schneider & Philip E. Strahan & Jun Yang, 2020. "Bank Stress Testing: Public Interest or Regulatory Capture?," NBER Working Papers 26887, National Bureau of Economic Research, Inc.
- Metrick, Andrew, 2021. "Stress Tests and Policy," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(1), pages 1-19, April.
- José María Liberti & Mitchell A. Petersen, 2018. "Information: Hard and Soft," NBER Working Papers 25075, National Bureau of Economic Research, Inc.
- Xudong An & Lawrence R. Cordell, 2017. "Regime Shift And The Post-Crisis World Of Mortgage Loss Severities," Working Papers 17-8, Federal Reserve Bank of Philadelphia.
- Galina Hale & John Krainer & Erin McCarthy, 2020.
"Aggregation Level in Stress-Testing Models,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 1-46, September.
- Galina Hale & John Krainer & Erin McCarthy, 2015. "Aggregation level in stress testing models," Working Paper Series 2015-14, Federal Reserve Bank of San Francisco.
- Hale, Galina & Krainer, John & McCarthy, Erin, 2023. "Aggregation level in stress testing models," Santa Cruz Department of Economics, Working Paper Series qt863813n4, Department of Economics, UC Santa Cruz.
- Georgescu, Oana-Maria & Gross, Marco & Kapp, Daniel & Kok, Christoffer, 2017. "Do stress tests matter? Evidence from the 2014 and 2016 stress tests," Working Paper Series 2054, European Central Bank.
- Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2016.
"Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model,"
Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 35-55.
- Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014. "Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model," Staff Reports 663, Federal Reserve Bank of New York.
- Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
- José María Liberti & Mitchell A Petersen, 2019. "Information: Hard and Soft," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 8(1), pages 1-41.
- Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E., 2020.
"Stress tests and small business lending,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 260-279.
- Kristle Cortés & Yuliya Demyanyk & Lei Li & Elena Loutskina & Philip E. Strahan, 2018. "Stress Tests and Small Business Lending," NBER Working Papers 24365, National Bureau of Economic Research, Inc.
- Kristle Romero Cortes & Yuliya Demyanyk & Lei Li & Elena Loutskina & Philip E. Strahan, 2018. "Stress Tests and Small Business Lending," Working Papers (Old Series) 1802, Federal Reserve Bank of Cleveland.
- Metrick, Andrew, 2021. "The Rescue of Fannie Mae and Freddie Mac - Module Z: Overview," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(1), pages 447-503, April.
- Schuermann, Til, 2016.
"Stress Testing in Wartime and in Peacetime,"
Working Papers
17-01, University of Pennsylvania, Wharton School, Weiss Center.
- Schuermann, Til, 2016. "Stress Testing in Wartime and in Peacetime," Working Papers 16-01, University of Pennsylvania, Wharton School, Weiss Center.
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More about this item
Keywords
Bank supervision; stress tests; model risk; residential mortgages; government-sponsored enterprises;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-04-19 (Banking)
- NEP-RMG-2015-04-19 (Risk Management)
- NEP-URE-2015-04-19 (Urban and Real Estate Economics)
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