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The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
Budnik, Katarzyna; Dimitrov, Ivan; Giglio, Carla; … - 2021
lending to the real economy under adverse conditions. These permanent growth-at-risk benefits ultimately outweigh the short …
Persistent link: https://www.econbiz.de/10012602350
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The economic impact of the NPL coverage expectations in the euro area
Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; … - 2022
This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for new NPLs set out in the Addendum to the ECB's NPL...
Persistent link: https://www.econbiz.de/10013286744
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2023 macroprudential stress test of the euro area banking system : bank resilience in a changing environment : challenges and opportunities
Cappelletti, Giuseppe; Dimitrov, Ivan; Le Grand, Catherine - 2024
interdependencies between banks, other market participants and the real economy. Our results highlight the resilience of the euro area … economy. …
Persistent link: https://www.econbiz.de/10014530281
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Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
acknowledging a broad set of interactions and interdependencies between banks, other market participants, and the real economy. Our … propagation of shocks to the financial sector and real economy. …
Persistent link: https://www.econbiz.de/10012033284