How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress … test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their … on approximately 1000 banks (stress-tested and non-tested), allow us to implement a dynamic differencein- differences …

How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress … test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their … on approximately 1,000 banks (stress-tested and non-tested), allow us to implement a dynamic difference …

We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to … liquidity. We give an overview of applications to stress testing, including both microprudential and macroprudential stress … banks …

College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …

the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are … analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to …