important private bank in Algeria in the face of liquidity risk. Our empirical analysis adopts a bottom-up approach based on an … accounting method. It studies the relationship between the bank solvency ratio (ratio cook) and bank portfolios, such as loans to … the construction, trade, industry, and automotive sectors. Microeconomic stress tests assess the credit risk of a bank …

cumulative abnormal returns (|CAR|) of stress-tested bank holding companies averages almost 3 percent. Cumulative abnormal … Sapra (2014) but find no evidence of negative welfare costs associated with the disclosure of stress test results. …

results enhanced price discrimination as the impact on bank CDS spreads and equity prices tended to be stronger for the weaker …

unprecedented financial accident, the Trump administration wants to reverse the bank regulation rules that were put in place …

modeling decisions, which has not received as much attention as scenario design, disclosure or other stress test design choices …

This paper reviews the market reaction to bank rescue packages announced in six countries between October 2008 and … shareholders as seen in the movement of bank stock prices. Government interventions benefited creditors at the expense of … shareholders, with bank CDS spreads narrowing around the announcements in all cases. Despite a brief positive reaction, bank stock …