CDS market response compared to the 5-year maturity. Based on ten regulatory stress tests carried out in Europe and in the …, the use of these short-term maturities show that the information content of the different stress tests is more diverse …

In the post-WWII (since the 1950s), there have been over 400 banking, currency, and sovereign debt crises, which … preventing the recurrence of banking and financial crises, mitigating massive costs to the world economies, and safeguarding the … under Basel I, Basel II, FSAP, and individual banks’ inadequate microprudential stress tests contributed to further …

by the provisions of numerous banking regulations aimed at promoting investment in these securities. We empirically test … the role of the fiscal incentive provided by Polish authorities aimed at encouraging banks to invest in sovereign debt …. Additionally, we verify whether and how increased sovereign debt holding has exposed banks to fair value accounting and test the …

idiosyncratic shocks and (iii) measuring financial markets' sensitivity to policy stimuli. Being macro-prudential stress tests the …Central banks' macro-prudential supervisory activities have to fulfill three distinct tasks: (i) assessing banking … vulnerability of the banking system, serving their function especially under the second and third dimensions …

the Comprehensive Capital Analysis and Review (CCAR) stress tests, and that financial regulation caused CCAR …

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 … centralised European stress tests in conjunction with two unique confidential databases containing (i) stress test information for …

leads to higher tax avoidance. These findings are consistent with tax minimization conditions in banking under added … companies. We use the implementation of the Dodd-Frank bank stress tests as our identification strategy. Using regression … riskier loans. We find that bank stress tests and the added regulatory attention have the unintended consequences of …

Regulatory stress tests have become the primary tool for setting capital requirements at the largest U.S. banks. The …

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 … centralised European stress tests in conjunction with two unique confidential databases containing (i) stress test information for …