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  • Search: subject:"Comprehensive assessment"
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Year of publication
Subject
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Bank risk 5 Bankenaufsicht 5 Banking supervision 5 Bankrisiko 5 Comprehensive Assessment 5 EU countries 5 EU-Staaten 5 European Central Bank 5 Euro area 4 Eurozone 4 comprehensive assessment 4 Asset Quality Review 3 Bank liquidity 3 Bankenliquidität 3 Central bank 3 Credit risk 3 ECB Comprehensive Assessment 3 European Banking Authority 3 Kreditrisiko 3 Single Supervisory Mechanism 3 Stress Test 3 Stress test 3 Stresstest 3 Zentralbank 3 banking supervision 3 euro area 3 Bank regulation 2 Bankenregulierung 2 CDS Spreads 2 Comprehensive assessment 2 European banks 2 Financial stability 2 Regulation 2 bank equity returns 2 bank-sovereign nexus 2 risk spillovers 2 stress test 2 stress tests 2 Bank 1 Börsenkurs 1
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Online availability
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Free 15 CC license 1
Type of publication
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Book / Working Paper 13 Article 2
Type of publication (narrower categories)
All
Working Paper 7 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Research Report 1
Language
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English 9 Undetermined 6
Author
All
Krahnen, Jan Pieter 3 Steffen, Sascha 3 Breckenfelder, Johannes 2 Calò, Silvia 2 Gregori, Wildmer Daniel 2 Haan, Jakob de 2 Petracco Giudici, Marco 2 Rancan, Michela 2 Sahin, Cenkhan 2 Schwaab, Bernd 2 Kelly, Robert 1 Li, Yancang 1 O'Malley, Terence 1 Suo, Juanjuan 1 Zhao, Lei 1 ВАСИЛЬЕВНА, ПИЛИПЕНКО ЕЛЕНА 1 ИВАНОВИЧ, БОТКИН ОЛЕГ 1 ИВАНОВИЧ, ОГОРОДНИКОВ ПЕТР 1 ЮРЬЕВНА, ЧИРКОВА ВАЛЕНТИНА 1
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Institution
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Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 2 Central Bank of Ireland 1 de Nederlandsche Bank 1
Published in...
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DNB Working Papers 1 DNB working paper 1 ECB Working Paper 1 JRC Working Papers in Economics and Finance 1 JRC working papers in economics and finance 1 Research Technical Papers / Central Bank of Ireland 1 SAFE Policy Letter 1 SAFE Policy Letters 1 SAFE White Paper 1 SAFE White Paper Series 1 SAFE policy letter series 1 SAFE white paper 1 Sustainability 1 Working paper series / European Central Bank 1 ЭКОНОМИКА РЕГИОНА 1
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Source
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RePEc 6 ECONIS (ZBW) 5 EconStor 4
Showing 1 - 10 of 15
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Has the Comprehensive Assessment made the European financial system more resilient?
Calò, Silvia; Gregori, Wildmer Daniel; Petracco … - 2021
What has been the impact of the Comprehensive Assessment (CA) carried out by the ECB on banks' resilience? Implementing …
Persistent link: https://www.econbiz.de/10014278516
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Has the Comprehensive Assessment made the European financial system more resilient?
Calò, Silvia; Gregori, Wildmer Daniel; Petracco … - 2021 - This version: September 2021
What has been the impact of the Comprehensive Assessment (CA) carried out by the ECB on banks' resilience? Implementing …
Persistent link: https://www.econbiz.de/10013186793
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Bank to sovereign risk spillovers across borders: Evidence from the ECB's comprehensive assessment
Breckenfelder, Johannes; Schwaab, Bernd - 2018
We study spillovers from bank to sovereign risk in the euro area using difference specifications around the European Central Bank's release of stress test results for 130 significant banks on October 26, 2014. We document that following this information release bank equity prices in stressed...
Persistent link: https://www.econbiz.de/10012142037
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Bank to sovereign risk spillovers across borders : evidence from the ECB's comprehensive assessment
Breckenfelder, Johannes; Schwaab, Bernd - 2018
We study spillovers from bank to sovereign risk in the euro area using difference specifications around the European Central Bank's release of stress test results for 130 significant banks on October 26, 2014. We document that following this information release bank equity prices in stressed...
Persistent link: https://www.econbiz.de/10011924410
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Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan; Haan, Jakob de - de Nederlandsche Bank - 2015
to the publication of the results of the Comprehensive Assessment. This conclusion also holds for banks with a capital …Using an event study approach, we examine financial markets' reactions to the publication of the ECB's Comprehensive … Assessment of banks in the euro area. Our results suggest that banks' stock market prices and CDS spreads generally did not react …
Persistent link: https://www.econbiz.de/10011188578
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Market reactions to the ECB's comprehensive assessment
Sahin, Cenkhan; Haan, Jakob de - 2015
Persistent link: https://www.econbiz.de/10010488885
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Robustness, validity, and significance of the ECB's asset quality review and stress test exercise
Steffen, Sascha - 2014
oversight of 128 banks in November 2014. To that end, the ECB conducted a comprehensive assessment of these banks, which … condition of these banks have been assessed by the ECB when it commences its regulatory oversight? And, can the comprehensive … assessment lead to a full repair of banks' balance sheets so that the ECB takes over financially sound banks and is the necessary …
Persistent link: https://www.econbiz.de/10010421112
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Comprehensive Assessment on Sustainable Development of Highway Transportation Capacity Based on Entropy Weight and TOPSIS
Li, Yancang; Zhao, Lei; Suo, Juanjuan - In: Sustainability 6 (2014) 7, pp. 4685-4693
employed to the comprehensive assessment of highway transportation capacity development. Shannon information entropy was … applied to determine the weight value of each index in the comprehensive assessment model. After determining the index weight …, the result of comprehensive assessment was obtained through the TOPSIS method. Finally, the effectiveness and feasibility …
Persistent link: https://www.econbiz.de/10010798801
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Robustness, validity, and significance of the ECB's asset quality review and stress test exercise
Steffen, Sascha - Research Center SAFE (Sustainable Architecture for … - 2014
oversight of 128 banks in November 2014. To that end, the ECB conducted a comprehensive assessment of these banks, which … condition of these banks have been assessed by the ECB when it commences its regulatory oversight? And, can the comprehensive … assessment lead to a full repair of banks' balance sheets so that the ECB takes over financially sound banks and is the necessary …
Persistent link: https://www.econbiz.de/10010961623
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A Transitions-Based Model of Default for Irish Mortgages
Kelly, Robert; O'Malley, Terence - Central Bank of Ireland - 2014
the European Central Bank's comprehensive assessment. In addition, both default and cure transitions are modelled as …
Persistent link: https://www.econbiz.de/10011148705
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