MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01978nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20241010075313.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
241010b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
|---|
| International Standard Serial Number |
17528887 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61.J687 JOU |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gutiérrez Gallardo, Germán |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Stress testing convergence/ |
| Statement of responsibility, etc. |
created by German Gutierrez Gallardo, Til Schuermann and Michael Duane |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
London : |
| Name of producer, publisher, distributor, manufacturer |
Henry Stewart Publication, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2016. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Journal of risk management in financial institutions |
| Volume/sequential designation |
Volume 9, number 1 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
This year, 2015, marks the six-year anniversary of US regulatory stress testing. We observe three key trends: 1) Increasingly aggressive capital management: Banks initially responded to CCAR by maintaining wide capital cushions vs. regulatory minimums. However, as CCAR processes stabilize and capital minimums increase, some institutions appear to be managing capital more and more tightly, especially investment banks, universals and custodians. 2) Drivers of enhanced financial resource management: What allows institutions to manage capital more closely? First, stress test results are beginning to stabilize and, in some cases, converge. Second, although we have just a handful of examples, the market seems to reward aggressive capital requests, even if they are, at first, rejected by the Fed. 3) Unintended consequences: As stress test results converge and institutions begin to manage capital to Fed-projected results, the Fed’s stress testing models become an increasingly important driver of the fate of the financial system. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management |
| Form subdivision |
Capital requirements |
| General subdivision |
Systemic risk |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Schuermann, Til |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Duane, Michael |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://dx.doi.org/10.2139/ssrn.2636984 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |