Artikel
The impact of the Basel accord on Greek banks: A stress test study
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was performed and the increase in capital requirements was calculated for each scenario based on the standardized and internal ratings approach of the Basel II accord. The results obtained show an increase of credit risk during the crisis periods, and the differentiation of risk depending on the size of the banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the scenarios aims at studying the effects which may be brought about on the capital of the three representative banks by the appearance of adverse events.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 8 ; Year: 2015 ; Issue: 2 ; Pages: 181-197 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- Thema
-
banking regulation
credit risk
stress test
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Leventides, John
Donatou, Anna
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2015
- DOI
-
doi:10.3390/jrfm8020181
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Leventides, John
- Donatou, Anna
- MDPI
Entstanden
- 2015
Ähnliche Objekte (12)
A probit model for the state of the Greek GDP growth
The effect of government debt and other determinants on economic growth: The Greek experience
The OFR financial stress index
Efficiency and determinants of capital structure in the Greek pharmaceutical, cosmetic and detergent industries
How does a policymaker rank regional income distributions across years? A study on the evolution of Greek regional per capita income
Digital competitiveness in the European Union era: The Greek case
Political stress and the sustainability of funded pension schemes: Introduction of a financial theory
The financial situation of families and the quality of life and coping with stress of children with ASD during the SARS-CoV-2 pandemic
A new method for measuring total factor productivity growth based on the full industry equilibrium approach: The case of the Greek economy
Social security payments and financialization: Lessons from the Greek case
Does person organization fit and person-job fit mediate the relationship between public service motivation and work stress among U.S. federal employees?
Exploring of a small-scale tourism product under economic instability: The case of a Greek rural border area
A probit model for the state of the Greek GDP growth
The effect of government debt and other determinants on economic growth: The Greek experience
The OFR financial stress index
Efficiency and determinants of capital structure in the Greek pharmaceutical, cosmetic and detergent industries
How does a policymaker rank regional income distributions across years? A study on the evolution of Greek regional per capita income
Digital competitiveness in the European Union era: The Greek case
Political stress and the sustainability of funded pension schemes: Introduction of a financial theory
The financial situation of families and the quality of life and coping with stress of children with ASD during the SARS-CoV-2 pandemic
A new method for measuring total factor productivity growth based on the full industry equilibrium approach: The case of the Greek economy
Social security payments and financialization: Lessons from the Greek case
Does person organization fit and person-job fit mediate the relationship between public service motivation and work stress among U.S. federal employees?
Exploring of a small-scale tourism product under economic instability: The case of a Greek rural border area
A probit model for the state of the Greek GDP growth
The effect of government debt and other determinants on economic growth: The Greek experience
The OFR financial stress index
Efficiency and determinants of capital structure in the Greek pharmaceutical, cosmetic and detergent industries
How does a policymaker rank regional income distributions across years? A study on the evolution of Greek regional per capita income
Digital competitiveness in the European Union era: The Greek case
Political stress and the sustainability of funded pension schemes: Introduction of a financial theory
The financial situation of families and the quality of life and coping with stress of children with ASD during the SARS-CoV-2 pandemic
A new method for measuring total factor productivity growth based on the full industry equilibrium approach: The case of the Greek economy
Social security payments and financialization: Lessons from the Greek case
Does person organization fit and person-job fit mediate the relationship between public service motivation and work stress among U.S. federal employees?