Economics, Bank, European Central Bank, Risk, Risk management, Financial markets

Banking euro area stress test model

Le Sep 21, 2020
@ecb a partagé
Working paper: Banking euro area stress test model https://t.co/fLDWoEILhB
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ECB Working Paper Series No 2469 / September 2020 8 2.3 The feedback loop Economic conditions & last period bank- level outcomes Macroeconomic shocks Credit supply shock triggered by excessive deleveraging Reaction of banks: deleveraging, profit accumulation, lending margins Detoriation ...

www.ecb.europa.eu
Le Sep 21, 2020
@ecb a partagé
Working paper: Banking euro area stress test model https://t.co/fLDWoEILhB
Open

Banking euro area stress test model

Banking euro area stress test model

ECB Working Paper Series No 2469 / September 2020 8 2.3 The feedback loop Economic conditions & last period bank- level outcomes Macroeconomic shocks Credit supply shock triggered by ...

Macroprudential stress test of the euro area banking system

Macroprudential stress test of the euro area banking system

Katarzyna Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz ...

Frequently asked questions on the 2018 EU-wide stress test

Frequently asked questions on the 2018 EU-wide stress test

As such, the supervisory arm of the European Central Bank (ECB) will use both the qualitative results (quality and timeliness of banks’ submissions) and the quantitative results (capital ...

Peter Praet: The interaction between monetary policy and macroprudential policy

Peter Praet: The interaction between monetary policy and macroprudential policy

Speech by Mr Peter Praet, Member of the Executive Board of the European Central Bank, at the Money, Macro and Finance Research Group Conference on the Resilience of the Global Financial ...

Countries in the IMF Financial Spotlight in 2019

Countries in the IMF Financial Spotlight in 2019

By IMFBlog Español, Português In 2019, the IMF will complete 14 assessments under the Financial Sector Assessment Program (FSAP). Eight of this year’s assessments are mandatory: Australia, ...

Microsoft Word - Formatted_Josh's paper-Climate-related financial policy - towards a precautionary approach_20 Dec.docx

Microsoft Word - Formatted_Josh's paper-Climate-related financial policy - towards a precautionary approach_20 Dec.docx

Keywords: Financial stability, financial regulation, macroprudential policy, central banks, climate-related financial risks, climate change, sustainable finance, systemic risk, low carbon ...

Click here to read the article

Click here to read the article

The standard Markov perfect equilibrium is given by a vector yH , piH , iH , yL, piL, iL that solves the following system of linear equations: yH = [(1− pH)yH + pHyL] + σ [(1− pH)piH + ...