Meru Bhanot

University of Chicago - Department of Economics

Graduate Student

1126 East 59th Street

Chicago, IL 60637

United States

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

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Assessing Financial Stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) Model

FRB of New York Staff Report No. 663
Number of pages: 95 Posted: 12 Feb 2014 Last Revised: 05 Aug 2015
Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Chicago - Department of Economics
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Citation 20

Abstract:

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capital, bank, stress testing, financial stability