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The Fed's stress tests and severely adverse outcomes

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The Fed's stress tests and severely adverse outcomes

Edward Harrison
Jun 26, 2020
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Share this post

The Fed's stress tests and severely adverse outcomes

pro.creditwritedowns.com

I am reading the US Federal Reserve's bank latest bank stress test analysis because a colleague sent me an alarming note about it. And so I wanted to run my thoughts by you.

I like the fact that the Fed is thinking in probabilistic terms and outlining different scenarios from best to worst case. But the question I have goes to which economic variables ar…

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