Notes & Papers

• The Fed Designed the GSIB Surcharge to Achieve a Flawed Objective (April 20, 2018)
• Rationale for Keeping the Cap on the Substitutability Category for the G-SIB Scoring Methodology (November 21, 2017)
• Fed’s versus banks’ own models in stress testing: what have we learned so far? (November 16, 2017)
• Staff Working Paper: Capital Requirements in Supervisory Stress Tests and Their Adverse Impact on Small Business Lending (August 22, 2017)
• Are the Supervisory Bank Stress Tests Constraining the Supply of Credit to Small Businesses? (May 11, 2017)
• New Research Estimates Credit Allocation Encouraged by CCAR Stress Tests (January 31, 2017)
• Staff Working Paper: Recognizing the Value of the Central Bank as a Liquidity Backstop (January 11, 2017)
• Bank Capitalization and Loan Growth (December 16, 2016)
• The Clearing House Bank Conditions Index (December 15, 2016)
• Why Have Banks' Market-to-Book Ratios Declined? (November 01, 2016)