Quality and efficiency of credit appraisal play a key role in the overall credit risk management framework of banks by …

This paper investigates the impact of stress testing results on bank's equity and CDS performance using a large sample … banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors …

This paper investigates the impact of stress testing results on bank's equity and CDS performance using a large sample … banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors. …

In the last two decades, both internal and external risk management of banks have undergone significant developments …. Banking supervision encourages banks to use a risk-based approach for computing minimum regulatory capital. Accounting rules … stress tests, bank balance sheet projections, capital management, or evaluating the impact of securitizing parts of a bank …