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Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

Stress testing for supervisory purposes : framework and challenges

Cox, Joseph; Ryu, Lisa - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 6-15

Persistent link: https://www.econbiz.de/10010259570

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140

Market discipline and bank risk taking

Hoang, Khoa T. A.; Faff, Robert W.; Haq, Mamiza - In: Australian journal of management 39 (2014) 3, pp. 327-350

Persistent link: https://www.econbiz.de/10010422040

Do bond investors price tail risk exposures of financial institutions

Chava, Sudheer; Ganduri, Rohan; Yerramilli, Vijay - In: The quarterly journal of finance 11 (2021) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10012649850

Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?

Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022

How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...

Persistent link: https://www.econbiz.de/10013403421