This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris...

Kredito rizikos nuostoliai ypatingai pastebimi ekonomikos nuosmukio periodu. Todėl mokslinėje literatūroje vis dar ieškant atsakymo į klausimą, kaip makroekonominė aplinka įtakoja kredito riziką, šio darbo tikslas yra įvertinti Lietuvos bankų sistemos kredito rizikos priklausomybę...

The authors examine the effect of a trade-off between shared credit risk and liquidity efficiency, among participants in Tranche 2 of the Large Value Transfer System (LVTS T2), on their decisions to leave open, or close, their bilateral credit limits (BCLs) to a participant at risk of imminent...