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Do insurance stress tests matter? : evidence from the EU-wide insurance stress tests

Jakubik, Petr; Teleu, Saida - In: Risk management : an international journal 26 (2024) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10015048946

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140

Contingent Credit Under Stress

Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - National Bureau of Economic Research - 2023

widespread stress, with adverse affects on bank intermediation thereafter. We discuss the bank capital and the bank funding … conclude by discussing the increasing extension of bank credit lines to non-bank financial intermediaries, as well as the role …

Persistent link: https://www.econbiz.de/10014437040

European bank stress test and sovereign exposures

Gerhardt, Maria; Vander Vennet, Rudi - In: Applied economics letters 24 (2017) 13/15, pp. 972-976

Persistent link: https://www.econbiz.de/10011715398

Stress test design

Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61

Persistent link: https://www.econbiz.de/10010259565

Stress testing the resilience of financial networks

Amini, Hamed; Cont, Rama; Minca, Andreea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009562144

A review of stress test methodology

Riebl, Leonhard; Gutierrez, Pilar - In: Journal of securities operations & custody 10 (2017/2018) 3, pp. 254-267

Persistent link: https://www.econbiz.de/10011890854

European Stress Tests and Banks' Risk-Taking

LIANG, Ying - 2019

I investigate how the 2011 and 2014 EU stress tests affect the risk-taking of European banks. I document a non-monotonic relationship between banks' risk-shifting resulting from regulatory arbitrage and the tightness of their capital constraint (i.e., the distance between their ex-ante capital...

Persistent link: https://www.econbiz.de/10012896406

Capital requirements and banks' behavior : evidence from bank stress tests

Shahhosseini, Mehrnoush - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 240-262

Persistent link: https://www.econbiz.de/10014249116

Model-based approach for scenario design : stress test severity and banks' resiliency

Barbieri, Paolo Nicola; Lusignani, Giuseppe; Prosperi, … - In: Quantitative finance 22 (2022) 10, pp. 1927-1954

Persistent link: https://www.econbiz.de/10013367962