the aggregate banking sector in the range of 8% to 18%, depending on the composition of banks' balance sheets. During the …

banking based on the valuation of loan portfolio risk based on a discrete time model of contingent claims analysis …

-side exposure. To cover systemically important European banks we choose a subset from the bank sample used by the European Banking …

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 … credit supply conditions. When applied to a stress test of the euro area banking system, the model reveals higher system …

This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 …

The Banking Euro Area Stress Test (BEAST) is a large-scale semi-structural model developed to analyse the euro area … banking system from a macroprudential perspective. The model combines the dynamics of approximately 90 of the largest euro … assess the resilience of the euro area banking sector, including in the biennial ECB macroprudential stress tests, as well as …

a whole. The impact of artificial intelligence and machine learning on banking risk management has become particularly … further banking risk management improvement. The paper seeks to explore the possibility for successful implementation yet …

banking industry. We combine the nonparametric method of trait recognition with self-organizing maps (SOMs) to generate yearly …