Regulatory stress tests and bank responses : heterogeneous treatment effect in dynamic settings
Year of publication: |
2022
|
---|---|
Authors: | Janda, Karel ; Kravtsov, Oleg |
Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 18.2022, 2, p. 1-49
|
Subject: | Bankenaufsicht | Banking supervision | Stresstest | Stress test | Bank | Portfolio-Management | Portfolio selection | Kausalanalyse | Causality analysis | Eurozone | Euro area | EU-Staaten | EU countries | 2011-2018 |
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