English Abstract: We present a multivariate stochastic model for bank stress testing and its application to the nine …

matter to be left to bank management and not an area of explicit direct regulatory action. Although focusing on capital … critique of current regulation and supervision because, not focusing on bank profitability, they do not avoid threats on …

initiatives in the field and highlights the three most promising courses of action: (i) the revival of bank lending, also through … the resumption of securitisation; (ii) the promotion of non-bank finance, with incentives for risk capital, the …

private placements in Europe is hindered by the fact that non-bank intermediaries are small in size, there is a lack of …

interest in the procedures of bank resolution. Public interest must be considered in relation to the activities that each bank … performs, as well as the impact that a liquidation of a bank would have on the area in which the bank operates. From the point … of view of the possibility to replace a specific bank's role and activities in a certain area, a new banking function …