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University of Arkansas


WALTON COLLEGE

The Sam M. Walton College of Business

Walton DirectorySearch UARK




About Walton Walton Directory
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Toggle navigationMain Menu
 * Future Students
   
   WHY WALTON?
   
   Discover why students choose the Sam M. Walton College of Business.
   
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   LIFE IN FAYETTEVILLE
   
   What's so great about Fayetteville and Northwest Arkansas? Find out.
   
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   ABOUT WALTON COLLEGE
   
   The Sam M. Walton College of Business has grown to become the state's premier
   college of business, as well as a nationally competitive business school.
   
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   VISIT CAMPUS
   
   Come take a tour.
   
   UNDERGRAD PROGRAMS
   
   For students seeking Bachelor's Degrees:
   
    * High School Students
    * Transfer Students
    * Undergraduate Program Overview
    * Fully Online Degrees
    * Costs and Funding
    * Honors Program
    * Business Living Learning Communities
   
   Apply Now
   
   
   FLEISCHER SCHOLARS PROGRAM
   
   A free summer program for Arkansas high school students who are interested in
   studying business. Learn more...
   
   GRADUATE PROGRAMS
   
   For students seeking Masters, Ph.D, and Certificate Programs:
   
    * Graduate School of Business
    * MBA Program
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   Apply Now
   
 * Current Students
   
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   RESOURCES AND OPPORTUNITIES FOR WALTON STUDENTS
   
   We're here to help. Walton College distinguishes itself by providing
   outstanding student support.
   
   WALTON ADVISING CENTER
   
   Advising is key to your success.
   
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   WALTON CAREER SERVICES
   
   Assistance with internships and job placement.
   
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   WALTON STUDY ABROAD
   
   Learn about summer and semester study abroad options.
   
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   SCHOLARSHIP INFORMATION
   
   Financial help for Walton students, and links to campus resources
   
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   DIVERSITY PROGRAMS
   
   Committed to increasing students’ awareness of diversity and increasing the
   extent to which they value its significance.
   
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   COVID-19 RESOURCES FOR WALTON STUDENTS
   
   Learn about available assistance for students.
   
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   CAREER READINESS: S.A.M. BADGES
   
   Document the skills, competencies, and experiences you're acquiring for life
   during and after college.
   
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   BUSINESS COMMUNICATION LAB
   
   Boost your written and oral communications skills.
   
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   JOIN STUDENT CLUBS AND ORGANIZATIONS
   
   Find your passion. Connect with students and industry.
   
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   BUSINESS LIVING LEARNING COMMUNITY
   
   Learn together. A living community for business students.
   
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   WALTON HONORS PROGRAM
   
   For high-achieving students who exemplify academic excellence, extraordinary
   leadership potential, and a sense of civic duty to their community.
   
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 * Academics
   
   ACCOUNTING
   
   We develop outstanding students and faculty who meaningfully impact the
   global accounting community. Learn more...
   
   ECONOMICS
   
   Understand and adapt to a changing economic environment. Learn more...
   
   FINANCE
   
   Student-managed investment funds. Experienced faculty. Corporate connections.
   Learn more...
   
   INFORMATION SYSTEMS
   
   Work with business leaders to determine how technology can solve problems and
   create opportunities. Learn more...
   
   MANAGEMENT
   
   Preparing students for positions of leadership in organizations of all sizes.
   Learn more...
   
   MARKETING
   
   Create. Communicate. Deliver. Learn about product planning, distribution,
   promotion, and pricing strategies. Learn more...
   
   STRATEGY, ENTREPRENEURSHIP, & VENTURE INNOVATION
   
   Preparing students to be tomorrow’s business, community, and academic
   innovators. Learn more...
   
   SUPPLY CHAIN MANAGEMENT
   
   Northwest Arkansas is the beating heart of the world's supply chain industry.
   Learn more...
   
   VIEW ALL PROGRAMS
   
    * Undergraduate Programs
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    * Executive Education
    * China Programs: Soochow University
   
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   NOTEWORTHY WALTON PROGRAMS
   
    * Entrepreneurship Program
    * Leadership Walton
    * Honors Program
    * Study Abroad
    * Internship Credit
    * Enterprise Systems
    * Business Living Learning Community
    * Portfolio Management

   
 * Research & Outreach
   
   WALTON INSIGHTS
   
   Research and ideas from faculty at the Sam M. Walton College of Business.
   
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   BE EPIC PODCAST
   
   Weekly interviews with innovators and business mavericks to discuss strategy,
   leadership and entrepreneurship. Hosted by Dean Matthew Waller.
   
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   MCMILLON INNOVATION STUDIO
   
   Home to a community of interdisciplinary undergraduate student teams that
   provides prototyping space for students and faculty across campus to connect
   and create together.
   
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   BEHAVIORAL BUSINESS RESEARCH LAB
   
   A world-class, interdisciplinary research facility for studying human
   behavior and decision making.
   
   RESEARCH & OUTREACH INITIATIVES
   
   Walton College works to address important business and economic issues
   through discovery, integration, application, and dissemination of knowledge.
   
   ARKANSAS IMPACT INVESTING INITIATIVE
   
   BLOCKCHAIN CENTER OF EXCELLENCE
   
   BUSINESS INTEGRITY LEADERSHIP INITIATIVE
   
   CENTER FOR BUSINESS AND ECONOMIC RESEARCH
   
   CUSTOMER CENTRIC LEADERSHIP INITIATIVE
   
   EXECUTIVE EDUCATION
   
   GARRISON FINANCIAL INSTITUTE
   
   RETAIL ADVISORY BOARD
   
   SUPPLY CHAIN MANAGEMENT RESEARCH CENTER
   
   TYSON CENTER FOR FAITH AND SPIRITUALITY IN THE WORKPLACE

   
 * Alumni & Friends
   
   DEAN'S EXECUTIVE ADVISORY BOARD
   
   Prominent business leaders who actively support the Dean in advancing the
   mission and vision of the Sam M. Walton College of Business.
   
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   DEAN'S ALUMNI ADVISORY COUNCIL
   
   A diverse group of Walton College alumni who are ambassadors for the college
   and who use their experience and insight to advancement the college's goals.
   
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   ARKANSAS BUSINESS HALL OF FAME
   
   Designed to honor, preserve and perpetuate the names and outstanding
   accomplishments of business leaders who have brought lasting fame to
   Arkansas.
   
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   THE LASTING IMPACT OF YOUR GIFTS
   
   Student scholarships, endowed chairs, professorships, and new program
   offerings are positioning us competitively on the national stage.
   
   All of this thanks to the generosity of the Walton Family Charitable Support
   Foundation and the many generous donors before and after its gift.
   
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   Invest in Our Students
   
   For nearly a century, the Walton College has excelled because of benefactors
   like you.
   
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   CORPORATE SUPPORT
   
   Get involved through your company. You can:
   
    * Recruit Walton students.
    * Connect with a Walton outreach center.
    * Sponsor an event, or bring your meeting or event to our conference venue.
    * Make an in-kind donation.
   
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COMMUNITY BANK STRESS TEST

 * U of A
 * Walton College
 * Departments
 * Finance
 * Community Bank Stress Test

The stress-test resources presented below are provided as a means for community
banks to quickly adopt macro stress testing as part of their risk-management
toolkit. These resources are presented by Tim Yeager, Arkansas Bankers
Association Chair in Banking, from the Department of Finance at the Sam M.
Walton College of Business.  The stress-tests were last updated March 14, 2022
with banking data for the year 2021.


DOWNLOADABLE MATERIALS

Get Stress Test Files



"Any U.S. community bank can utilize the freely available resources that I have
developed to build a customized macro stress testing model. The purpose of the
model is to assess the bank's ability to withstand a severe and prolonged period
of high credit losses.

Although U.S. community banks are not specifically required by regulators to run
macro stress tests, those with high levels of commercial real estate lending are
required to stress-test their portfolios.

In addition, the banking industry has evolved quickly since 2009 to incorporate
stress-testing as a routine part of risk management.

The resources presented here allow community banks to quickly adopt macro stress
testing as part of their risk-management toolkit. These resources were
originally developed as a service to Arkansas community banks, but I have
expanded the scope in the hope that they will benefit all U.S. community banks."

- Tim Yeager


PROJECT DETAILS

Two files are available for download in a compressed file called StressTest.zip.
They have been updated to run the stress tests on 2020 bank data.

1.  "Community Bank Stress Test Manual.pdf" is a PDF file that provides the
instructions to generate and customize a community bank stress test specific to
your bank.

2.  "Generate Your Bank Stress Test.xlsm" is a macro-enabled file that will
allow you to generate a stress test specific to your bank beginning with
year-end 2020 financial data. You will use this file to generate your initial
stress-test model. A macro-enabled file contains Visual Basic code, and it
requires your approval to open. Don't worry, the file is safe and will not harm
your computer.


RESEARCH ARTICLES

An Historical Loss Approach to Community Bank Stress Testing by Timothy J.
Yeager and Cao Fang.

A Historical Loss Stress Test: How Will COVID-19 Affect Community Banks by
Michael Adkison with research by Tim Yeager and Cao Fang


SUPERVISORY GUIDANCE ON COMMUNITY BANK STRESS TESTING

These links to various supervisory guidance suggest that community banks use
simple stress testing frameworks to assess capital adequacy.  My model available
for you to download is consistent with this guidance.

 * The federal banking supervisory agencies issued this Statement to Clarify
   Supervisory Expectations for Stress Testing by Community Banks in May 2012.
   The agencies "emphasize that all banking organizations, regardless of size,
   should have the capacity to analyze the potential impact of adverse outcomes
   on their financial condition.

 * OCC BULLETIN 2012-33 "Community Bank Stress Testing" states that "[f]or most
   community banks, a simple, stressed loss-rate analysis based on call report
   categories may provide an acceptable foundation to determine if additional
   analysis is necessary."  My stress test contains the core elements described
   in this supervisory guidance.

 * The FDIC article by Bill Baxter and Tom Lyons titled "Stress Testing Credit
   Risk at Community Banks" published in Supervisory Insights - Summer 2012
   "describes the credit-related stress-testing process and explains how
   community bank boards of directors and senior management can use this process
   to better manage risk."

 * The federal banking supervisory agencies issued supervisory guidance on
   Concentrations in Commercial Real Estate Lending, Sound Risk Management
   Practices in December 2006.  This guidance emphasizes sound risk management
   practices for banks with high concentrations in CRE lending.  In addition,
   "[a]n institution with CRE concentrations should perform portfolio-level
   stress tests or sensitivity analysis to quantify the impact of changing
   economic conditions on asset quality, earnings, and capital.

 

 

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PROJECT COORDINATOR


TIM YEAGER

PROFESSOR

ARKANSAS BANKERS ASSOCIATION CHAIR IN BANKING

Department of Finance
Office: WCOB318
(479) 575-2992
tyeager@walton.uark.edu


vCard

Résumé / Curriculum Vitae

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THE DEPARTMENT OF FINANCE

Find people with our department directory.

Part of the Sam M. Walton College of Business
Located at the University of Arkansas

Business Building 343
Fayetteville, AR 72701
(479) 575-4505 p
(479) 575-4230 f


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1 University of Arkansas
Fayetteville, AR 72701
479-575-2000

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