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The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common e

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  • Stress test delle banche
  • 2009 Supervisory Capital Assessment Program
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  • Lo stress test delle banche o il programma di valutazione del capitale di vigilanza è una valutazione della riserva di capitale in corso da parte della Federal Reserve americana e dalle autorità di vigilanza bancaria per determinare se le organizzazioni bancarie più grandi degli Stati Uniti hanno capitale sufficiente a reggere l'impatto di un ambiente economico più difficile rispetto a quanto attualmente previsto. I lavori si sono conclusi entro la fine di aprile 2009.
  • The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common e
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  • Lo stress test delle banche o il programma di valutazione del capitale di vigilanza è una valutazione della riserva di capitale in corso da parte della Federal Reserve americana e dalle autorità di vigilanza bancaria per determinare se le organizzazioni bancarie più grandi degli Stati Uniti hanno capitale sufficiente a reggere l'impatto di un ambiente economico più difficile rispetto a quanto attualmente previsto. I lavori si sono conclusi entro la fine di aprile 2009. Analoga operazione è stata effettuata da parte del Cebs (Committee of European Banking Supervisors) in collaborazione con la Banca centrale europea e la commissione Europa su le principali banche europee.Il risultato ha evidenziato una buona capacità delle banche europee a reggere un eventuale peggioramento dell'economia reale nel prossimo biennio.Infatti solo 13 non hanno passato l'esame: si tratta della tedesca Hypo Real Estate (già salvata dallo stato nel 2008 e successivamente nazionalizzata), la Eurobank Ergasias, la National Bank of Greece, la Piraeus Bank (per quanto riguarda la Grecia), 5 casse di risparmio spagnole: Diada, Cajasur, Espiga, Unnim et Banca Civica, e 4 banche italiane. Il risultato non tiene conto che di certi particolari studiati, per non compromettere nessuna delle grandi banche. La percentuale delle banche sottoposte all'esame non è la stessa per tutti i paesi. In Spagna furono sottomesse all'esame il 95% delle banche mentre negli altri paesi solo il 50%.Le banche italiane sottoposte allo stress test sono state 15 e quelle che non hanno superato l'esame sono 4, tra cui Monte dei Paschi di Siena e Carige.
  • The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common equity as the yardstick. The results of the tests were released on May 7, 2009, at 5pm EST. Before the tests were completed, the central problems facing the Treasury Department were 1) whether the tests would increase or decrease confidence in any companies that did badly on their tests and 2) whether or not the $350 billion in bailout funds that remained could cover the needed funding after the tests.
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  • Supervisory Capital Assessment Program
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