Stress Testing and Macroprudential Regulation: A Transatlantic Assessment

Ron Anderson 09 May 2016

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Table of Contents

Foreword

1 Stress testing and macroprudential regulation: A transatlantic assessment
Ronald W. Anderson

2 Recent experience with supervisory stress testing in the United States 
Rochelle Edge and Andreas Lehnert

3 The role of stress testing in supervision and macroprudential policy
Vítor Constâncio

4 The Bank of England’s approach to stress testing the UK banking system
Alex Brazier

5 Do stress tests pass the test?
Thomas F. Huertas

6 Stress testing over the financial cycle: General approach, challenges and complements
Philipp Hartmann

7 Making sense of the comprehensive assessment
Viral V. Acharya and Sascha Steffen

8 Stress testing in wartime and in peacetime
Til Schuermann

9 In praise of stress tests
Charles A. E. Goodhart

10 Stress testing as a policy instrument: Some thoughts
Udaibir S. Das

Professor of Finance, London School of Economics

Events