applies it to predicting distress in European banks. The main contributions of the paper are threefold. First, the paper … can be used in analysis supporting both microand macro-prudential policy by applying it to a large dataset of EU banks and …

How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress … test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their … centralised European stress tests in conjunction with two unique confidential databases containing (i) stress test information for …

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990 … banking sector conditions. Our findings suggest that reducing pre-crisis vulnerabilities and promptly addressing NPL problems …

banks. We employ a machine learning technique, and build a decision tree model using a dataset of official supervisory … reporting, complemented with qualitative banking sector and macroeconomic variables. We propose a new and wider definition of …

This paper examines the drivers of the retrenchment in cross-border banking in the European Union (EU) since the global … financial crisis, which stands out in international comparison as banks located in the euro area and in the rest of the EU … spillovers from national banking sector conditions across the EU. We also find evidence that prudential policies can entail …

The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of … the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro … area banks with that of the euro area economies. It reflects banks' heterogeneity by replicating the structure of their …

the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are … and empirically investigate, whether the conjunction of both effects constitutes a net benefit to banks' resilience …

LOLRfunding for banks as a quasi-natural experiment. Using micro-level data on banks, firms and loans in Portugal, we generate … cross-sectional variation in banks' exposureto uncertainty and find that the size of thehaircut subsidy - the gap between …

This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks …. Among the deposit rates, the interest rates of the overnight deposits are the least sensitive. Banks' asset quality …