United States: Financial Sector Assessment Program-Stress Testing-Technical Notes

July 7, 2015

Preview Citation

Format: Chicago

United States: Financial Sector Assessment Program-Stress Testing-Technical Notes, (USA: International Monetary Fund, 2015) accessed November 21, 2024

Summary

This Technical Note discusses key findings of stress testing on the United States under the Financial Sector Assessment Program. Several stress tests were used to quantify the potential impacts of risks and vulnerabilities in banking and non-banking sectors. The stress tests run by the authorities and by companies under the Dodd-Frank Act (DFA) suggest that most large bank holding companies (BHCs) are resilient to shocks similar to the last crisis. For BHCs, the IMF staff’s solvency stress tests over the initial stressed period are largely in line with the DFA stress testing results, and suggest that the system is generally robust, although some BHCs would fall below the hurdle rate in the stressed environment.

Subject: Credit, Financial institutions, Financial sector policy and analysis, Insurance companies, Loans, Money, National accounts, Personal income, Stress testing

Keywords: Asia and Pacific, Banking sector, BHC assets, CR, Credit, Credit risk, Exchange rate, Federal funds rate, Financial institution, Financial system, Global, Insurance companies, ISCR, Loans, Mortgage rate, Mutual fund, Net income, Personal income, Real GDP, Sovereign bond, Stress testing

Publication Details

Pages:

143
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2015/173
Stock No:

1USAEA2015009
ISBN:

9781513591506
ISSN:

1934-7685

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