Bank Capital, Banking, Risk Management, Risk Measurement, Public Disclosure
Beverly Hirtle is the Director of Research and Head of the Research and Statistics Group. She has worked extensively on issues relating to bank capital adequacy and supervisory stress testing – including work on the Supervisory Capital Assessment Program (SCAP), the Dodd-Frank Act stress tests, and the Comprehensive Capital Analysis and Review (CCAR) – and on calibration of regulatory capital requirements. Her academic research includes work on stress testing, bank supervision, bank holding company dividend and repurchase activity, disclosure and risk management, the impact of derivatives on bank risk and credit supply, and recent trends in retail banking activity.
Beverly Hirtle's CV