Stress Tests Disclosure : Theory, Practice, and New Perspectives

We review various costs and benefits of disclosure of stress test results and the models behind the tests and provide unified frameworks to evaluate the tradeoffs. We also review the evolution of practice on the disclosure of stress test results over the years and caution against the link between greater disclosure and weaker tests

MoreLess

Year of publication:	[2022]
Authors:	Goldstein, Itay ; Leitner, Yaron
Publisher:	[S.l.] : SSRN

Extent:	1 Online-Ressource (29 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Goldstein, I., & Leitner, Y. (2022). Stress Test Disclosure: Theory, Practice, and New Perspectives. In J. Farmer, A. Kleinnijenhuis, T. Schuermann, & T. Wetzer (Eds.), Handbook of Financial Stress Testing (pp. 208-223), Cambridge University Press. doi:10.1017/9781108903011.014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 28, 2020 erstellt
Other identifiers:	10.2139/ssrn.3637146 [DOI]
Classification:	D82 - Asymmetric and Private Information ; G01 - Financial Crises ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013296623