Stress Test
The article analyzes factors affecting growth of the share of nonperforming loans in the loan portfolios of Russian banks. Using the results of stress tests of Russian banks, the authors assess their potential capital needs in 2010 and estimate the share of government assistance in capital injections. The authors also define the scale of vulnerable bank groups in the Russian banking sector.
| Year of publication: |
2010
|
|---|---|
| Authors: | Solntsev, O. ; Pestova, A. ; Mamonov, M. |
| Published in: |
Problems of Economic Transition. - M.E. Sharpe, Inc., ISSN 1061-1991. - Vol. 53.2010, 8, p. 68-94
|
| Publisher: |
M.E. Sharpe, Inc. |
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