
Understanding the effects of bank stress tests: A Q&A
The report provides a detailed evaluation of the impact of bank stress tests a decade after their implementation during the 2009 global financial crisis. Based on a research paper by Donald Kohn and Nellie Liang, the text explores whether these simulations—which subject banks to hypothetical "severe economic storms"—effectively prevent systemic collapses.
- Use cases, geography and tags
- Organizations that created, adopted or are mentioned
- Ecosystem position
- Link to the original asset
- Comments and reactions