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Keywords: Stress tests
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Journal Articles
Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress test vis-à-vis EU-wide 2021 stress test
Available to Purchase
Journal of Financial Regulation and Compliance (2023) 31 (4): 397–419.
Published: 03 February 2023
...Dimitrios Karakostas; Ioannis Tsakalos; Athanasios Fassas Purpose The supervisory stress test evaluates the capital adequacy and profit-generation capacity of systemic banking institutions under baseline and adverse macroeconomic scenarios. This study aims to assess the financial and informational...
