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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Can Macro Variables Used in Stress Testing Forecast the Performance of Banks?
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Document Date: 2012-11-05 14:56:58

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City

Washington / D.C. / /

Company

Economics Discussion / CoreLogic / Chicago Board Options Exchange / /

Country

United States / /

Currency

pence / USD / /

IndustryTerm

selected banking measures / Bank regulators / banking / bank performance / bank-specific factors / bank specific factors / bank performance measures / bank / insured nonmember bank / bank mergers / /

Organization

Federal Reserve Board / national house / Federal Deposit Insurance Corporation / European Union / Federal Financial Institutions Examination Council / Bureau of Labor Statistics / U.S. government / European Banking Authority / US Federal Reserve / Board of Governors / /

Person

Francisco Covas / Michelle Welch / Lutz Kilian / Rochelle Edge / Luca Guerrieri / Andreas Lehnert / Valentin Bolotnyy / /

Position

author / standard benchmark model for forecast assessment / /

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