banking sector has been strengthened considerably since the Asian crisis of the late 1990s and today appears generally … banking supervision. …

banking sector, including a comprehensive stress-testing exercise of banks’ solvency and liquidity positions. While the … banking sector appears resilient to credit risk stress tests, liquidity stress test results reveal some weaknesses owing to …

Although progress has been made in strengthening the Swiss economy, systemic risks posed by large banks as well as …

cooperative banks in Cyprus. Credit risk appears as the main source of risk in the banking sector, with demand for real estate …Various indicators place Cyprus’s banking system soundness ahead of emerging countries but behind advanced economies …-based indicators, and stress tests. Cypriot commercial banks are weaker than their counterparts in Greece and also less stable than …

This paper derives risk indicators for the major Chilean banks based on contingent claims analysis, an extension of … banks' risk to a tractable number, we apply principal component analysis. Vector autoregressions of risk indicators with the … and persistence of responses of bank credit risk can vary across banks in the system. …

dependent on capital inflows and thus on international investor sentiment. Large holdings of public sector debt by banks makes …

The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses …-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate … adjustments to banks’ portfolios. This model was applied to the study of the risk profile of the largest South African banks in …

This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the …

A detailed assessment report on the observance of China’s compliance of Basel Core Principles for effective banking … supervision is presented. Regulation and supervision of China’s banking system has made impressive progress in the past few … years, led by an activist, forward-looking regulator, the China Banking Regulatory Commission, with a clear safety and …