About: 2009 Supervisory Capital Assessment Program

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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

Attributes	Values
rdf:type	organisation
rdfs:label	2009 Supervisory Capital Assessment Program (en) Stress test delle banche (it)
rdfs:comment	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 (en) 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. (it)
dcterms:subject	Federal Deposit Insurance Corporation Financial regulation in the United States Great Recession in the United States Stress tests (financial) 2009 in economics
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Link from a Wikipage to another Wikipage	Capital One Bayesian probability List of bank stress tests Federal Deposit Insurance Corporation Regions Financial Corporation Unemployment United States Department of the Treasury Macroeconomic Off-balance-sheet Office of Thrift Supervision Springleaf Goldman Sachs Morgan Stanley State Street Corporation Common stock Tangible common equity BB&T North Carolina National Bank U.S. Bancorp Wells Fargo Financial regulation in the United States Great Recession in the United States Stress tests (financial) Ally Financial American Express Economic growth Federal Reserve Board of Governors Fifth Third Bank Balance sheet Bank holding company Banking in the United States Baseline (configuration management) PNC Financial Services Capital Purchase Program Capital requirement Historicity 2009 in economics J.P. Morgan & Co. Blue Chip Economic Indicators SunTrust Banks Tier 1 capital Subprime mortgage crisis Gross domestic product Metropolitan Life Insurance Company Risk management Senior management Survey of Professional Forecasters The Bank of New York Mellon Developed country Time horizon United States Treasury Department Real estate pricing Case‐Shiller KeyCorp Contingent Liabilities Late 2000s recession What-if analysis
Link from a Wikipage to an external page	http://publicservice.evendon.net/StressTests7May2009M.htm http://www.fdic.gov/news/news/press/2009/pr09025a.pdf http://www.federalreserve.gov/newsevents/press/bcreg/20090424a.htm http://www.federalreserve.gov/newsevents/press/bcreg/20090506a.htm http://www.federalreserve.gov/newsevents/press/bcreg/20090507a.htm http://www.federalreserve.gov/newsevents/press/bcreg/20090608b.htm http://www.federalreserve.gov/newsevents/press/bcreg/20091109a.htm http://www.federalreserve.gov/newsevents/press/bcreg/20110318a.htm http://www.federalreserve.gov/newsevents/speech/bernanke20090511a.htm http://www.federalreserve.gov/newsevents/speech/tarullo20100326a.htm https://www.wsj.com/articles/SB124182311010302297
sameAs	2009 Supervisory Capital Assessment Program 2009 Supervisory Capital Assessment Program 2009 Supervisory Capital Assessment Program 2009 Supervisory Capital Assessment Program
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article	Supervisory Capital Assessment Program (en)
url	http://www.fdic.gov/news/news/press/2009/pr09025a.pdf
has abstract	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. (en) 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 europea sulle 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 Banca Nazionale di Grecia, la Piraeus Bank (per quanto riguarda la Grecia), 5 casse di risparmio spagnole: Diada, Cajasur, Espiga, Unnim e 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. (it)
gold:hypernym	Assessment
prov:wasDerivedFrom	wikipedia-en:2009_Supervisory_Capital_Assessment_Program?oldid=1005074055&ns=0
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foaf:isPrimaryTopicOf	wikipedia-en:2009_Supervisory_Capital_Assessment_Program
is Link from a Wikipage to another Wikipage of	Stephen Friedman (PFIAB) Comprehensive Capital Analysis and Review Supervisory Capital Assessment Program

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