This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high … assessment of the package is analysed via a semi-structural model, the Banking Euro Area Stress Test (BEAST). The coverage …. Furthermore, the coverage expectations can also moderately but persistently reduce procyclicality in the banking system. …

importance of the exchange-rate risk over the credit risk in such economies with dollarized banking systems. The estimated model … this exercise, the paper concludes that the Uruguayan banking system presents nowadays a more solid position than during …

credit risk of the banking sectors operating in Brazil, Russia, India, China, and South Africa (BRICS), emerging countries … significantly impact the BRICS banking sectors' non-performing loans and also probe which risk has the most outstanding effect on …-2020. The empirical results reveal that the country risk significantly leads to increasing the banking sector's credit risk and …

The objective of this study is to investigate the determinants of non-performing loans (NPLs) in the Turkish banking …

study emphases on the growing concern of mounting NPA in Indian banking sector and impact of 1 corporate governance …

we attempt to investigate the determinants and the sensitivities of default rates in the Greek banking system where Non … methods. This may provide practitioners with significant insight and policy tools for the banking supervision division in …

The Japanese banking industry is an interesting one, given chronic problems related to notorious non-performing loans …

political uncertainty constitute key factors explaining the sharp rise of NPLs of the Greek banking sector after the first …