Background

Since the financial crisis, stress testing has become a key tool for evaluating the resilience of financial institutions and the financial system. For example, stress tests of U.S. large banking organizations are now conducted annually under the Dodd-Frank Act, and similar stress testing efforts have also been adopted internationally in recent years. Stress testing has become increasingly important in assessing the resilience of the financial system as a whole and the strength of the balance sheets of firms and households. It has also become a more prominent risk management tool for financial institutions. Accordingly, stress testing as a discipline has become an increasingly important area for economic research and policy.

Conference Format

We intend to host the conference in a hybrid format, with the option of participating online or in person, at the Federal Reserve Bank of Boston. Some limited funding to cover travel expenses may be available for paper presenters and discussants from academic institutions. The conference will consist of presentations of academic research papers. Some of the paper presentations will be followed by discussions.

With the authors' approval, the papers presented at the conference may be made available to the public on the website of the Federal Reserve Bank of Boston.

Organizing Committee

Azamat Abdymomunov, Federal Reserve Bank of Richmond
Ronel Elul, Federal Reserve Bank of Philadelphia
Nick Klagge, Federal Reserve Bank of Chicago
Michal Kowalik, Federal Reserve Bank of Boston
Lily Liu, Federal Reserve Bank of Boston
Jose A. Lopez, Federal Reserve Bank of San Francisco
Matthew Plosser, Federal Reserve Bank of New York
Doriana Ruffino, Federal Reserve Board
Young Hwa Seok, Federal Reserve Board