BB&T Corporation / Peristiani / Services Group Inc. / S. Bancorp / The Goldman Sachs Group Inc. / Morgan Stanley / Wells Fargo & Company / The Bank of New York Mellon Corporation / JPMorgan Chase & Co. / Citigroup Inc. / The PNC Financial Services Group Inc. / SunTrust Banks Inc. / Keycorp / U.S. Bank Stress / Fifth Third Bancorp / Hanson / Regions Financial Corporation / Wilson / Savino / American Express Company / Economics Discussion Series / State Street Corporation / U.S. Bancorp / Kashyap / Bank of America Corporation / Capital One Financial Corporation / Stein / Diebold / Ally Financial Inc. / GMAC LLC / MetLife Inc. / /
Continent
Europe / /
Country
United States / / /
Event
Name Change / /
Facility
Luis Bachelier Institute / International Institute of Forecasters’ Workshop / /
IndustryTerm
early-warning systems / bank fixed effects / bank assets / bank-specific means / risk management / bank losses / bank-specific and macroeconomic developments / real estate loan portfolios / bank-level data / financial risk management / fixed bank effect αi / bank losses/profits / bank-specific / bank stress tests / background surrounding bank stress tests / bank / bank-level income / pre-determined bank-specific characteristics / bank-specific location-shift effect / bank profits / individual bank / bank risks / /
Organization
Banque de France / Division of Monetary Affairs / European Central Bank / SCAP CCAR / Division of Banking Supervision & Regulation / 9th International Institute of Forecasters / Federal Reserve Bank of San Francisco / Luis Bachelier Institute / Federal Reserve Bank of Philadelphia / US Federal Reserve / Board of Governors / Federal Reserve Board / G-7 / Bank of England / /
Person
Bill Nelson / Ben Rump / Gloria Gonz / Andreas Lehnert / Beverly Hirtle / Ben Rump† Egon Zakraj / Simone Manganelli / Jane Brittingham / Francisco B. Covas∗ Ben Rump / Luca Guerrieri / Francisco Vazquez-Grande / Xavier Freixas / Kay Giesecke / Henri Fraisse / Egon Zakrajsek / Emre Yoldas / Jean-Paul Laurent / Francisco B. Covas / /
Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stress-Testing U.S. Bank Holding Companies: A Dynamic Panel Quantile Regression Appr