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Modelización de la solvencia bancaria en escenarios adversos: aplicación a los «PIIGS»

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  • Abad-González, Julio
  • Gutiérrez-López, Cristina

Abstract

En los últimos años se han realizado diversas pruebas de estrés a la banca europea con el fin de evaluar su solvencia, condicionando sus resultados las medidas de reestructuración y recapitalización aplicadas al sector.

Suggested Citation

  • Abad-González, Julio & Gutiérrez-López, Cristina, 2016. "Modelización de la solvencia bancaria en escenarios adversos: aplicación a los «PIIGS»," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(2), pages 227-238.
    • Handle: RePEc:eee:spacre:v:19:y:2016:i:2:p:227-238
    DOI: 10.1016/j.rcsar.2015.11.002
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    More about this item

    Keywords

    Test de estrés; Solvencia bancaria; PIIGS; Tier 1; Modelos de regresión multinivel; Stress tests; Bank solvency; PIIGS; Tier 1; Multilevel regression models;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • 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
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • 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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