systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are …

This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and … of credit risk for individual sectors. Based on the analysis, an answer is sought to the question of whether the observed …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U ….S. banking industry. We employ a frequency decomposition of volatility spillovers to draw conclusions about system-wide risk … the public, long-term systemic risk among banks tends to increase. In contrast, a settlement with regulatory authorities …

This paper contributes to the current literature dealing with the drivers of bank business model changes by analyzing … the relationship between fee and commission income share and banks' performance in terms of profitability, risk and risk … enhance banks' performance. Finally, bank business strategy and macroeconomic factors are crucial in the determination of …

inclusion (together with some control variables) on some measures of financial stability, including bank non-performing loans … and bank Z-scores. We find some evidence that an increased share of lending to small and medium-sized enterprises (SMEs …

. Asian economies are often characterized as having bank-dominated financial systems and underdeveloped capital markets, in …

case of bank default, and provides it with sufficient funds as precautionary reserves. To identify and classify healthier …