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~person:"Budnik, Katarzyna Barbara"
~person:"Lehnert, Andreas"
~subject:"Banking supervision"
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Banking supervision
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Budnik, Katarzyna Barbara
Lehnert, Andreas
Acharya, Viral V.
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Macroprudential
Stress
Test
of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic
Budnik, Katarzyna Barbara
;
Boucherie, Louis
;
Borsuk, Marcin
-
2022
The macroprudential
stress
test
for 2021-23 aims to provide insights into the resilience of the European banking sector … and significant banks, and the two scenarios from the 2021 EU- wise
stress
test
exercise. In the baseline scenario, the … macroprudential
stress
test
results in higher capital depletion in the adverse scenario compared to the EBA/Single Supervisory …
Persistent link: https://www.econbiz.de/10014084225
Saved in:
2
Macroprudential
Stress
Test
of the Euro Area Banking System
Budnik, Katarzyna Barbara
;
Balatti, Mirco
;
Covi, Giovanni
; …
-
2021
This paper presents an approach to a macroprudential
stress
test
for the euro area banking system, comprising the 91 …
Persistent link: https://www.econbiz.de/10013315366
Saved in:
3
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices. …
Persistent link: https://www.econbiz.de/10010423814
Saved in:
4
Supervisory Stress Tests
Hirtle, Beverly
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013044327
Saved in:
5
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
- In:
Annual review of financial economics
7
(
2015
),
pp. 339-355
Persistent link: https://www.econbiz.de/10011567579
Saved in:
6
Supervisory Stress Tests
Hirtle, Beverly
-
2015
as scenario design, disclosure, or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013010391
Saved in:
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