The impact of supervisory stress tests on bank ex-ante risk-taking behaviour : empirical evidence from a quasi-natural experiment
Year of publication: |
2021
|
---|---|
Authors: | Luu Hiep Ngoc ; Vo Xuan Vinh |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-14
|
Subject: | Off-balance sheet exposures | On-balance sheet exposures | Risk-taking behaviour | Risk-weighted-assets | Supervisory stress tests | Stresstest | Stress test | Bankrisiko | Bank risk | Risikopräferenz | Risk attitude | Bankenaufsicht | Banking supervision | Experiment | Risikomanagement | Risk management |
-
Theory and regulation of liquidity risk management in banking
Scannella, Enzo, (2016)
-
Measuring system-wide resilience of central counterparties
Tompaidis, Stathis, (2018)
-
Bank risk dynamics where assets are risky debt claims
Peleg-Lazar, Sharon, (2017)
- More ...
-
Who could we blame? : the impact of strategic orientations on the failure of financial institutions
Vo Xuan Vinh, (2021)
-
Managerial ability and bank lending behavior
Vo Xuan Vinh, (2021)
-
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid, (2021)
- More ...