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Стресс-тест российской банковской системы : случай роста просроченной задолженности (Stress Test of the Russian Banking System: The Case of an Increase in Overdue Debt)

Zubarev, Andrey; Shilov, Kirill - 2023

The study presents the results of a stress test of the Russian banking system. The main assumption of this test is an increase in the risk of overdue debts for various categories of loans. The assumptions for the stress test are formulated based on changes in the balance sheets of Russian banks...

Persistent link: https://www.econbiz.de/10014356153

Macroprudential stress test of the euro area banking system

Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019

results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …

Persistent link: https://www.econbiz.de/10012033284

Unconventional Monetary Policy and Bank Lending Relationships

Cahn, Christophe - 2020

We explore how banks transmit central bank liquidity injections using unique variation in the ECB's 2011-12 Very Long … show that banks transmit liquidity differently to multi-bank firms than to firms with only one bank. Single-bank firms … receive longer-term relationship lending and increase investment, while multi-bank firms receive short-term transactions …

Persistent link: https://www.econbiz.de/10012854286

The Effects of the Stress-Testing Exercises on Banks’ Lending, Profitability and Risk-Taking : Are There Unintended Side Effects?

Cappelletti, Giuseppe - 2019

This research aims to investigate whether the stress-testing exercises affect credit supply, banks' profitability and risk-taking behaviour. The granular confidential supervisory data of Euro Area banks allows for a quasi-natural experiment to identify this impact with a...

Persistent link: https://www.econbiz.de/10012860167

The relationship between internal control and credit risk : the case of commercial banks in Vietnam

Nguyen Kim Quoc Trung - In: Cogent business & management 8 (2021) 1, pp. 1-17

This study examines whether the agency problem regarding credit risk is a useful corporate governance mechanism for controlling credit risk. For this purpose, we estimate the impact of internal control and agency problems on credit risk in commercial banks in Vietnam from 2009 to 2018. First, in...

Persistent link: https://www.econbiz.de/10012661269

The Negative Feedback Loop between Banks and Sovereigns

Angelini, Paolo - 2014

sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …

Persistent link: https://www.econbiz.de/10013055983

Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?

Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 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/10013277156

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

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

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

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

Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 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/10013404671

Does country risk impact the banking sectors' non-performing loans? : evidence from BRICS emerging economies

Saliba, Chafic; Farmanesh, Panteha; Athari, Seyed Alireza - In: Financial innovation : FIN 9 (2023) 1, pp. 1-30

credit risk of the banking sectors operating in Brazil, Russia, India, China, and South Africa (BRICS), emerging countries … policymakers, bank executives, researchers, and analysts. …

Persistent link: https://www.econbiz.de/10014289129