The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of … the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro … credit supply conditions. When applied to a stress test of the euro area banking system, the model reveals higher system …

This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 …

countercyclical capital buffer (CCyB) rate in the banking sector. The existing approaches are based on various indicators used to … consideration banks' prudential behavior over the financial cycle as well as cyclical risks in the banking sector. In this paper, we …

for monitoring the build-up of systemic risk in the banking sector. …

The Banking Euro Area Stress Test (BEAST) is a large-scale semi-structural model developed to analyse the euro area … banking system from a macroprudential perspective. The model combines the dynamics of approximately 90 of the largest euro … assess the resilience of the euro area banking sector, including in the biennial ECB macroprudential stress tests, as well as …

-tovalue (LTV) ratios, to contain banking sector risks that may arise from these bubbles. This note attempts to broaden the … risks to the banking sector, to be frequently and comprehensively monitored. Full Publication: 'http …