Fed weighs increased transparency on CCAR models

Disclosing model-implied losses would aid capital planning, bankers say

Transparent finance
See-through CCAR: Fed may disclose model outputs

The US Federal Reserve is strongly considering a proposal to publish the implied losses for sample portfolios under its stress-testing models – a move that could help banks align their capital models more closely with the regulator’s expectations.

Risk.net understands the idea of disclosing model-implied losses for a set of hypothetical portfolios – which was first floated by former Fed governor Daniel Tarullo in a speech in April – is gaining traction with bank supervisors. Such transparency

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