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Are systemically important eurozone banks undercapitalized? : a stress testing approach

Kahlert, Dennis; Wagner, Niklas F. - In: Three essays on capital and liquidity, (pp. 6-52). 2018

Persistent link: https://www.econbiz.de/10012116889

Are stress tests beauty contests? : (and what we can do about it)

Quagliariello, Mario - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 126-134

Persistent link: https://www.econbiz.de/10012250019

The financial stability aspects of the EU-wide stress test

Ebner, André - In: Journal of financial regulation 4 (2018) 2, pp. 326-336

Persistent link: https://www.econbiz.de/10012160933

How demanding and consistent is the 2018 stress test design in comparison to previous exercises? : banking union scrutiny

Haselmann, Rainer; Wahrenburg, Mark - 2018

We provide an assessment of the design and calibration of the 2018 EU-wide stress test. The adverse scenario for the 2018 stress test is more severe than for previous stress tests in terms of the assumed GDP decline in the EU area. However, the test is less severe in terms of the losses that...