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Bank stress testing under different balance sheet assumptions

Busch, Ramona; Drescher, Christian; Memmel, Christoph - 2017

explained better by a bank's current balance sheet composition, the longer the forecast horizon. The opposite holds for banks …

Persistent link: https://www.econbiz.de/10011632218

Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

then use the model to run a top-down stress test and simulate losses on the individual bank level for the years from 2018 …

Persistent link: https://www.econbiz.de/10012012997

Optimal bank capital

Miles, David; Yang, Jing; Marcheggiano, Gilberto - 2011 - Rev. and expanded version, April 2011

level of bank capital is. We use empirical evidence on UK banks to assess costs; we use data from shocks to incomes from a …

Persistent link: https://www.econbiz.de/10008939136

The banking systems of Germany, the UK and Spain form a spatial perspective : lessons learned and what is to be done?

Flögel, Franz; Gärtner, Stefan - 2018

degree of centralisation. Whereas no such bank exists in the UK any longer and real savings banks in Spain have almost …. Short operational and (especially) functional distance and embeddedness in supportive regional bank associations. Short … regional level and reduce the need for standardisation, centralisation and bank mergers in times when interest rates are low. …

Persistent link: https://www.econbiz.de/10011800413