Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank … substantially with climate change. However, bank capital declines only modestly unless the event is compounded with other disasters …

presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank …

presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank …

contract their balance sheets. These bank responses generate externalities that propagate in the form of macro … macro-financial feedback loops can significantly affect macroeconomic outcomes and bank-specific stress tests results. The … heterogeneity in bank lending responses matters: it determines how each bank fares under adverse conditions and the external effects …

bank- and firm-level data. Focusing on the deterioration of firms’ balance sheets and the exposure of banks to different …

We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis …. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital …. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher …

One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with … capital positions. The outcome suggests that spillover effects have a highly non-linear impact on bank soundness, both in …