estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …

This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …

the ECB/EBA stress test impact and the SRISK stress impact on a set of factors that are commonly associated with bank … credit losses and bank vulnerability, we find that the ECB/EBA stress impact is consistent with findings in the literature on … bank equity, the SRISK measure appears poorly matched as a benchmark for the supervisory stress test in Europe, which is …