Bericht
Macroprudential stress test of the euro area banking system
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic conditions. It also examines the effects of adverse scenarios on economies and the financial system as a whole by acknowledging a broad set of interactions and interdependencies between banks, other market participants, and the real economy. Our results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the propagation of shocks to the financial sector and real economy.
- ISBN
-
978-92-899-3691-0
- Sprache
-
Englisch
- Erschienen in
-
Series: ECB Occasional Paper ; No. 226
- Klassifikation
-
Wirtschaft
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Central Banks and Their Policies
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Thema
-
macro stress test
macroprudential policy
banking sector deleveraging
real-financial feedback mechanism
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Budnik, Katarzyna
Mozzanica, Mirco Balatti
Dimitrov, Ivan
Groß, Johannes
Hansen, Ib
Kleemann, Michael
Sanna, Francesco
Sarychev, Andrei
Siņenko, Nadežda
Volk, Matjaz
di Iasio, Giovanni
- Ereignis
-
Veröffentlichung
- (wer)
-
European Central Bank (ECB)
- (wo)
-
Frankfurt a. M.
- (wann)
-
2019
- DOI
-
doi:10.2866/413007
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 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
- Bericht
Beteiligte
- Budnik, Katarzyna
- Mozzanica, Mirco Balatti
- Dimitrov, Ivan
- Groß, Johannes
- Hansen, Ib
- Kleemann, Michael
- Sanna, Francesco
- Sarychev, Andrei
- Siņenko, Nadežda
- Volk, Matjaz
- di Iasio, Giovanni
- European Central Bank (ECB)
Entstanden
- 2019
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