Search Results - subject:"Stress test"

United Kingdom : financial sector assessment program : financial system stability assessment

Internationaler Währungsfonds - 2022

The U.K. financial sector is globally systemic, open, and complex. It has weathered the COVID-19 pandemic fittingly, thanks to the post-GFC reforms, a proactive macroprudential stance, and an effective multipronged response to maintain financial stability. Brexit uncertainties are being handled...

Persistent link: https://www.econbiz.de/10013168903

The global bank stress test

Ding, Xiaodan; Groß, Marco; Krznar, Ivo; Laliotis, … - 2022

Persistent link: https://www.econbiz.de/10013336031

Measuring and stress-testing market-implied bank capital

Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022

Persistent link: https://www.econbiz.de/10012815680

Measuring and stress-testing market-implied bank capital

Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022

Persistent link: https://www.econbiz.de/10013168743

The effects of individual and economic risks and stress testing of non-life sector profitability : the case of the NorthMacedonian insurance sector

Kjosevski, Jordan; Petkovski, Mihail; Simeonovski, Kiril - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 125-144

Persistent link: https://www.econbiz.de/10013412546

Do EU-wide stress tests affect insurers' dividend policies?

Jakubik, Petr; Teleu, Saida - 2022

The article employs panel data to investigate whether stress test results and other characteristics associated with … European insurers vulnerabilities affect dividend distributions and share buybacks. We focus on the EU wide insurance stress … test conducted in 2018 and 2021 as in this way we can also capture a behaviour of insurers during the COVID-19 crisis. Our …

Persistent link: https://www.econbiz.de/10013342149

Climate stress test of the Hungarian banking system

Bokor, László - 2022

This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon …

Persistent link: https://www.econbiz.de/10013489715

Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance

Canals-Cerdá, José J. - 2021

Persistent link: https://www.econbiz.de/10012431676

The microprudential stress testing for banking system : a study case on Algerian private bank, using accounting approach

Bouchetara, Mehdi; Eyih, Sidi; Kheroua, Hinde Hadj Slimane - In: Financial studies 25 (2021) 4, pp. 34-70

The aim of this article is to highlight the importance and effectiveness of stress testing as part of microprudential policy. We focus on microprudential stress testing to assess financial stability, the resilience and solvency of one important private bank in Algeria in the face of liquidity...

Persistent link: https://www.econbiz.de/10012793520

Does IFRS 9 increase banks' resilience?

Kund, Arndt-Gerrit; Rugilo, Daniel - 2023

the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

Persistent link: https://www.econbiz.de/10014230334

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