Background

Stress testing has become a key tool for evaluating the resilience of banks and the financial system. The Federal Reserve conducts annual supervisory stress tests of large US banks, and similar frameworks have been adopted internationally. The broad adoption has also led stress testing to become a more prominent risk management tool for financial institutions. As new risks emerge, stress testing should remain responsive to the evolving financial landscape. Achieving this requires engagement with the latest developments in research and policy.

Conference Format

We intend to host the conference 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
Anne Hansen, Federal Reserve Bank of Richmond
Sharjil Haque, Federal Reserve Board
Michal Kowalik, Federal Reserve Bank of Boston
Lily Liu, Federal Reserve Bank of Boston
Jose A. Lopez, Federal Reserve Bank of San Francisco
Yue Qiu, Federal Reserve Bank of Philadelphia
James Wang, Federal Reserve Board

Agenda is forthcoming.