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Do microeconomic and macroeconomic factors influence Italian bank credit risk in different local markets? : evidence from cooperative and non-cooperative banks
Barra, Cristian; Ruggiero, Nazzareno - In: Journal of economics & business 114 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012807053
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Banks' sovereign exposures : in search of new rules
Baglioni, Angelo; Cefalà, Francesco - In: Journal of financial regulation 7 (2021) 1, pp. 100-148
Persistent link: https://www.econbiz.de/10012545858
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
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The Russian banking sector : heightened risks in a difficult environment
Barisitz, Stephan - In: Financial stability report 30 (2015), pp. 71-84
Persistent link: https://www.econbiz.de/10011414565
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Concentration of credit exposure as a significant source of risk in banking activities : the idea and methods of estimation
Kozak, Sylwester - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 103-115
The simultaneous activation of many sources of risk can slow bank operations and even lead to bankruptcy. Credit risk … is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90 … profile in individual entities. Estimates were carried out according to the procedure used by the Bank of Spain and the Bank …
Persistent link: https://www.econbiz.de/10011455469
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European banking authority stress tests and bank failure : evidence from credit risk and macroeconomic factors
Apergēs, Nikolaos; Payne, James E. - In: Banking and finance review 5 (2013) 2, pp. 23-32
Persistent link: https://www.econbiz.de/10010497217
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Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks
Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
Persistent link: https://www.econbiz.de/10011308474
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How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja; Steinbacher, Matjaz - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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Impact of bank capital regulation and GDP growth on profitability in commercial small and medium banks : empirical study
Butt, Shazaib; Strtak, Stéphane - In: International journal of entrepreneurship and small … 39 (2020) 3, pp. 383-394
Persistent link: https://www.econbiz.de/10012176803
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A comprehensive stability indicator for banks
Powell, Robert; Duc Hong Vo - In: Risks : open access journal 8 (2020) 1/13, pp. 1-15
and red) to classify bank risk. The CSI achieves similar outcomes in ranking the risk of 20 US banks to the much more …
Persistent link: https://www.econbiz.de/10012203993