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Assessing EU-10 Banking Sector's Resilience to Credit Losses

Author

Listed:
  • Piatkowski, Marcin
  • Zalduendo, Juan

Abstract

The article estimates the likely credit losses in the EU10 countries' banking sector, supposing that economic conditions were to deteriorate further, and that local currencies were depreciated. Factors that may affect the cumulative level of credit losses are discussed. The article concludes that even if the macroeconomic environment were to worsen, credit losses in the EU10 banking sector are likely to be substantial, but remain manageable.

Suggested Citation

  • Piatkowski, Marcin & Zalduendo, Juan, 2010. "Assessing EU-10 Banking Sector's Resilience to Credit Losses," MPRA Paper 24631, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:24631
    as

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    File URL: https://mpra.ub.uni-muenchen.de/24631/2/MPRA_paper_24631.pdf
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    References listed on IDEAS

    as
    1. Mr. Fabian Valencia & Mr. Luc Laeven, 2008. "Systemic Banking Crises: A New Database," IMF Working Papers 2008/224, International Monetary Fund.
    2. N/A, 2009. "On the Recession," Local Economy, London South Bank University, vol. 24(3), pages 253-253, May.
    3. Erwin R. Tiongson & Naotaka Sugawara & Victor Sulla & Ashley Taylor & Anna I. Gueorguieva & Victoria Levin & Kalanidhi Subbarao, 2010. "The Crisis Hits Home : Stress-Testing Households in Europe and Central Asia," World Bank Publications - Books, The World Bank Group, number 2396.
    4. Sugawara, Naotaka & Sulla, Victor & Taylor, Ashley & Tiongson, Erwin R., 2010. "The Crisis Hits Home: Stress-Testing Households in Europe and Central Asia," World Bank - Economic Premise, The World Bank, issue 12, pages 1-4, May.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    EU10; credit losses; banking sector; banking crisis;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

    NEP fields

    This paper has been announced in the following NEP Reports:

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