Cyclicality and the Severity of the U.S. Supervisory Stress Test: 2014 to 2018

Posted: 13 Aug 2019 Last revised: 2 Oct 2020

See all articles by Jose M. Berrospide

Jose M. Berrospide

Board of Governors of the Federal Reserve System

Aytek Malkhozov

Board of Governors of the Federal Reserve System

Robert Sarama

Board of Governors of the Federal Reserve System

David Hou

Federal Reserve Banks - Federal Reserve Bank of New York

Date Written: June, 2019

Abstract

In this study, we provide a measure of the severity of the 2014-2018 US supervisory stress tests, and examine how that severity measure has evolved.

Suggested Citation

Berrospide, Jose M. and Malkhozov, Aytek and Sarama, Robert and Hou, David, Cyclicality and the Severity of the U.S. Supervisory Stress Test: 2014 to 2018 (June, 2019). FEDS Notes No. 2019-06-07, Available at SSRN: https://ssrn.com/abstract=3412117 or http://dx.doi.org/10.17016/2380-7172.2393

Jose M. Berrospide (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States
(202) 452-3590 (Phone)

Aytek Malkhozov

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Robert Sarama

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

David Hou

Federal Reserve Banks - Federal Reserve Bank of New York ( email )

33 Liberty Street
New York, NY 10045
United States

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