Stress Testing for Commercial, Investment and Custody Banks

Handbook of Financial Stress Testing, Forthcoming

46 Pages Posted: 2 Mar 2020

See all articles by Daniel Patrick Cope

Daniel Patrick Cope

Oliver Wyman

Carey Hsu

Oliver Wyman

Clinton Lively

Oliver Wyman

James Morgan

Oliver Wyman

Til Schuermann

Oliver Wyman

Evangelos Sekeris

Federal Reserve Banks - Federal Reserve Bank of Richmond; Federal Reserve Bank of Boston

Date Written: January 27, 2020

Abstract

In this chapter we describe stress testing at banks covering the major products and businesses in which banks engage. This includes commercial and retail lending, capital markets (investment banking, sales and trading), and trust and custody. We cover loss and net income modeling and thus balance sheet and P&L (income statement) evolution, including noninterest expense items in the form of operational losses.

Keywords: risk management, capital adequacy, bank regulation, financial crisis

JEL Classification: G01, G17, G18, G21, G24, G28, G32, G38

Suggested Citation

Cope, Daniel Patrick and Hsu, Carey and Lively, Clinton and Morgan, James and Schuermann, Til and Sekeris, Evangelos, Stress Testing for Commercial, Investment and Custody Banks (January 27, 2020). Handbook of Financial Stress Testing, Forthcoming , Available at SSRN: https://ssrn.com/abstract=3530185 or http://dx.doi.org/10.2139/ssrn.3530185

Daniel Patrick Cope

Oliver Wyman ( email )

1166 6th Avenue
New York City, NY
United States

Carey Hsu

Oliver Wyman ( email )

1166 6th Avenue
New York City, NY
United States

Clinton Lively

Oliver Wyman ( email )

1166 6th Avenue
New York City, NY
United States

James Morgan

Oliver Wyman ( email )

1166 6th Avenue
New York City, NY
United States

Til Schuermann (Contact Author)

Oliver Wyman ( email )

1166 6th Avenue
New York City, NY
United States

Evangelos Sekeris

Federal Reserve Banks - Federal Reserve Bank of Richmond ( email )

P.O. Box 27622
Richmond, VA 23261
United States

Federal Reserve Bank of Boston ( email )

600 Atlantic Avenue
Boston, MA 02210
United States

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