Similar Search Results

Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia

Fungáèová, Zuzana; Jakubík, Petr - Institut ekonomických studií, Univerzita Karlova v Praze - 2012

The recent financial crisis emphasised the need for effective financial stability analyses and tools for detecting systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are valuable even in emerging economies that suffer from...

Persistent link: https://www.econbiz.de/10010541188

Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia

Fungacova, Zuzana; Jakubik, Petr - In: Czech Journal of Economics and Finance (Finance a uver) 63 (2013) 1, pp. 87-105

The recent financial crisis emphasized the need for effective financial stability analyses and tools for detecting systemic risk. This paper looks at the assessment of banking sector resilience through stress testing. We argue such analyses are valuable even in emerging economies, which suffer...

Persistent link: https://www.econbiz.de/10010665470

Stress testing interest rate risk exposure

Abdymomunov, Azamat; Gerlach, Jeffrey - In: Journal of Banking & Finance 49 (2014) C, pp. 287-301

industry and proposed in the literature. We stress test the economic value of equity of a bank balance sheet based on Call … Report data from a large U.S. bank. We show that our method provides more information about the bank’s exposure to IRR using …

Persistent link: https://www.econbiz.de/10011118062