Ring fencing and consolidated banks’ stress tests
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DOI: 10.1016/j.jfs.2013.10.003
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Citations
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Cited by:
- Barrell, Ray & Nahhas, Abdulkader, 2020. "The role of lender country factors in cross border bank lending," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Stijn Claessens, 2017.
"Global Banking: Recent Developments and Insights from Research,"
Review of Finance, European Finance Association, vol. 21(4), pages 1513-1555.
- Claessens, Stijn, 2017. "Global Banking: Recent Developments and Insights from Research," CEPR Discussion Papers 11823, C.E.P.R. Discussion Papers.
- repec:ecb:ecbops:2014166 is not listed on IDEAS
- Eugenio Cerutti & Stijn Claessens, 2017.
"The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions,"
Review of Finance, European Finance Association, vol. 21(1), pages 201-236.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens, 2014. "The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions," IMF Working Papers 2014/180, International Monetary Fund.
- Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017.
"Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?,"
Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 19-31.
- Anginer, Deniz & Cerutti, Eugenio & Martinez Peria, Maria Soledad, 2014. "Foreign bank subsidiaries'default risk during the global crisis : what factors help insulate affiliates from their parents ?," Policy Research Working Paper Series 7053, The World Bank.
- Deniz Anginer & Mr. Eugenio M Cerutti & Maria Soledad Martinez Peria, 2016. "Foreign Bank Subsidiaries’ Default Risk during the Global Crisis: What Factors Help Insulate Affiliates from their Parents?," IMF Working Papers 2016/109, International Monetary Fund.
- Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021.
"Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Patrick Van Roy & Stijn Ferrari & Cristina Vespro, 2018. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Working Paper Research 338, National Bank of Belgium.
- Beck, Roland & Reinhardt, Dennis & Rebillard, Cyril & Ramos-Tallada, Julio & Peeters, Jolanda & Paternò, Francesco & Wörz, Julia & Beirne, John & Weissenseel, Lisa, 2015. "The side effects of national financial sector policies: framing the debate on financial protectionism," Occasional Paper Series 166, European Central Bank.
- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
- Ahmed, Kasim & Calice, Giovanni, 2024. "The effects of the EBA's stress testing framework on banks' lending," Economic Modelling, Elsevier, vol. 132(C).
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More about this item
Keywords
Ring fencing; Stress testing; Cross-border banking; Stability; Subsidiaries;All these keywords.
JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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