Search Results - subject:"stress tests"

Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - 2021

Persistent link: https://www.econbiz.de/10013041373

The information content of stress test announcements

Guerrieri, Luca; Modugno, Michele - 2021

Persistent link: https://www.econbiz.de/10012438012

Precision of public information disclosures, banks' stability and welfare

Moreno, Diego; Takalo, Tuomas - 2021

We study the optimal precision of public information disclosures about banksíassets quality. In our model the precision of information a§ects banksí cost of raising funding and asset proÖle riskiness. In an imperfectly competitive banking sector, banksístability and social surplus are...

Persistent link: https://www.econbiz.de/10012482825

Macroprudential supervision and agents' information : what stress tests really tell the markets

Pacicco, Fausto; Vena, Luigi; Venegoni, Andrea - In: Journal of financial management, markets and institutions 9 (2021) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10013329732

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to … liquidity. We give an overview of applications to stress testing, including both microprudential and macroprudential stress … tests. Finally, we discuss future directions. These include a better understanding of dynamics on networks and interacting …

Persistent link: https://www.econbiz.de/10011906282

Sustainability: a current driver in EU banking and insurance regulation

Böffel, Lukas; Schürger, Jonas - In: Digitalisation, Sustainability, and the Banking and …, (pp. 229-271). 2023

Persistent link: https://www.econbiz.de/10013557096

Assessing the financial and informational role of supervisory stress tests : EU-wide 2018 stress test vis-à-vis EU-wide 2021 stress test

Karakostas, Dimitrios; Tsakalos, Ioannis; Fassas, Athanasios - In: Journal of financial regulation and compliance 31 (2023) 4, pp. 397-419

Persistent link: https://www.econbiz.de/10014334447

Stress testing programs and credit risk opacity of banks : USA vs Europe

Abad, Pilar; Robles-Fernández, M. Dolores; Alonso … - In: Journal of international financial markets, … 89 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014490164

Stress tests and information disclosure : an experimental analysis

Cox, Caleb; Davis, Douglas D.; Korenok, Oleg; Lightle, John - In: Journal of banking & finance 154 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014492166

Confidence intervals for stress test predictions

Kopeliovich, Yaacov; Shea, Kevin - In: Finance research letters 55 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014472996