The Capital and Loss Assessment under Stress Scenarios (CLASS) Model

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Assessing Financial Stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) Model

Previous title: “The Capital and Loss Assessment under Stress Scenarios (CLASS) Model”

Beverly Hirtle, Anna Kovner, James Vickery, and Meru Bhanot
Staff Reports, Number 663, February 2014

Revised: July 2015

Author Disclosure Statements

Beverly Hirtle
The author (Beverly Hirtle) declares that she has no relevant or material financial interests that relate to the research described in this paper.

Anna Kovner
"The author Anna Kovner declares that she has no relevant or material financial interests that relate to the research described in this paper."

James Vickery
The author James Vickery declares that he has no relevant or material financial interests that relate to the research described in this paper.

Meru Bhanot
The author declares that he has no relevant or material financial interests that relate to the research described in this paper.

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