then use the model to run a top-down stress test and simulate losses on the individual bank level for the years from 2018 …

Climate risk is one of the type of risks in a bank's portfolio which is not fully recognized, and its impact on the …

the ECB/EBA stress test impact and the SRISK stress impact on a set of factors that are commonly associated with bank … credit losses and bank vulnerability, we find that the ECB/EBA stress impact is consistent with findings in the literature on … bank equity, the SRISK measure appears poorly matched as a benchmark for the supervisory stress test in Europe, which is …

We investigate whether the “stress test,” the extraordinary examination of the nineteen largest U.S. bank holding … companies conducted by federal bank supervisors in 2009, produced information demanded by the market. Using standard event study … bank opacity and the value of government monitoring of banks …

We investigate whether the “stress test,” the extraordinary examination of the nineteen largest U.S. bank holding … companies conducted by federal bank supervisors in 2009, produced information demanded by the market. Using standard event study … bank opacity and the value of government monitoring of banks. -- Supervisory capital assessment program ; capital gap …