Explanation:
The 2009 Supervisory Capital Assessment Program (SCAP) was conducted by US regulators to evaluate the capital adequacy of major banks. The key macroeconomic variables projected in the SCAP scenarios were real GDP growth, the unemployment rate, and house prices. Inflation was not a core macroeconomic risk factor stressed during SCAP.
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Q.57 The 2009 Supervisory Capital Assessment Program (SCAP) was an important stress test. Which of the following was least likely a risk factor taken into consideration during the SCAP?
A
GDP growth
B
Unemployment
C
House price index (HPI)
D
Inflation
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