Matthew P. Seay

Independent

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Scholarly Papers (1)

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Primer on the Forward-Looking Analysis of Risk Events (FLARE) Model: A Top-Down Stress Test Model

FEDS Working Paper No. 2020-015 https://doi.org/10.17016/FEDS.2020.015
Number of pages: 22 Posted: 14 May 2020
Board of Governors of the Federal Reserve System, Independent, Independent and Board of Governors of the Federal Reserve System
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Abstract:

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Bank capital; Stress testing; Comprehensive capital analysis and review (CCAR); Dodd-Frank Act stress tests (DFAST); Financial stability and risk