NY Fed notes high variations in stress testing across institutions

The paper is based on a study conducted by central banks from the Group of Ten countries (G-10) who surveyed over 40 major commercial and investment banks last year. The findings highlight the risks that most concern financial institutions, and clarify how these institutions use stress tests in their overall risk management process.

A stress test is a risk management tool that measures the exposure of an institution’s portfolio of securities and derivatives to exceptional movements in equity

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