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Supervisors as Information Producers: Do Stress Tests Reduce Bank
Year Of Publication: 2012
Month Of Publication: March
Resource Link: Click here to open
Pages: 36
Download Count: 0
View Count: 1160
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 12-29-2013
Publisher: Administrator
Summary
Supervisory stress tests assess the impact of an adverse macroeconomic scenario on the profitability and capitalisation of a large number of banks. The results of such stress test exercises have recently been disclosed to the public in an attempt to restore confidence and to curb bank opaqueness by helping investors distinguish between sound and fragile institutions. In an unprecedented effort for transparency, the 2011 European Union stress test lead to the release of some 3,400 data points for each of the 90 participating banks. This makes it an ideal setting to investigate a number of hypotheses on the information role of the stress tests.
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Author(s)
Resti, Andrea Sign in to follow this author
Resti, Andrea Sign in to follow this author
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