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Stress tests of UK banks using a VAR approach
Hoggarth, Glenn (contributor); Sorensen, Steffen (contributor) - 2005
Persistent link: https://www.econbiz.de/10003267275
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Stress-testing German credit portfolios
Mager, Ferdinand; Schmieder, Christian - In: The journal of risk model validation 3 (2009/10) 4, pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
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Climate stress test of the Hungarian banking system
Bokor, László - 2022
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...
Persistent link: https://www.econbiz.de/10013489715
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The influence of macroeconomic conditions on credit risk : case of Romanian banking system
Bucur, Iulia Andreea; Dragomirescu, Simona Elena - In: Studies and scientific researches / Economics edition / … 19 (2014), pp. 84-95
Persistent link: https://www.econbiz.de/10011333795
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Stress testing of the Montenegrin banking system with aggregated and bank-specific data
Vuković, Sanja - In: Journal of central banking theory and practice 3 (2014) 2, pp. 85-119
Persistent link: https://www.econbiz.de/10010372540
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The Russian banking sector : heightened risks in a difficult environment
Barisitz, Stephan - In: Financial stability report 30 (2015), pp. 71-84
Persistent link: https://www.econbiz.de/10011414565
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Credit risk determinants : evidence from the Bulgarian banking system
Golitsis, Petros; Fassas, Athanasios P.; Lyutakova, Anna - In: Bulletin of applied economics 6 (2019) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10012020365
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The COVID-19 crisis and banking system resilience : Simulation of losses on non-performing loans and policy implications
OECD - 2021
This paper outlines the findings of a simulation analysis that assesses the extent of the potential rise in bank NPLs … subsequent implications for bank capital and discusses whether policy responses may be needed to clean balance sheets. …
Persistent link: https://www.econbiz.de/10015082961
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Non-performing loans in the banking systems of Serbia, Croatia and Macedonia : comparative analysis
Delova Jolevska, Evica; Andovski, Ilija - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 61 (2015) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10010510689