withstand severe recessions. Unlike ordinary bank examinations, stress tests involve forward-looking scenarios and their results … are publicly disclosed. This paper is the first study to show the consequences of bank stress tests. My estimates indicate …

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

Our study presents the top-down stress testing framework currently used by the Magyar Nemzeti Bank. We run separate …

unprecedented financial accident, the Trump administration wants to reverse the bank regulation rules that were put in place …

quantify this contagion channel in the context of the Bank of Canada's model of the Canadian banking system and a stress-test … assets by secondary market investors. This hampers a troubled bank's recourse to liquidity and increases the incidence of … bank runs, potentially unleashing a wave of investor pessimism that can drive otherwise solvent banks into illiquidity. We …

We use the results of the ECB's Comprehensive Assessment to evaluate the importance of bank business model on risk … inconsistencies in the information content provided by the various regulatory measures used for assessing bank stability. Moreover …-based measure of bank risk. We also find that the effectiveness of the supervisory action depends on the specific type of …