How Relevant Are the New Elements in the 2016 Stress Test Design?
Poglobljena analiza
08-06-2016
This note focuses on the elements of novelty that characterise the 2016 stress test, based on the methodological notes released by the European Banking Authority, and discusses in closer detail the following key aspects: • the request for specific forecasts concerning “conduct risk”; • the greater attention towards risks originated by foreign exchange exposures; • the lack of a “pass/fail” threshold that partitions tested banks into “safe” and “unsafe” ones; • and the change in the sample size of banks required to take the test.
Poglobljena analiza
Zunanji avtor
Andrea Resti
O dokumentu
Vrsta publikacije
Politično področje
Ključna beseda
- banka
- bančni sistem
- bančno pravo
- civilno pravo
- denarna kriza
- denarni odnosi
- denarno poslovanje
- ekonomske analize
- ekonomsko upravljanje (EU)
- EVROPSKA UNIJA
- Evropski bančni organ
- Evropski odbor za sistemska tveganja
- FINANCE
- finančno tveganje
- gospodarske posledice
- GOSPODARSTVO
- institucije EU in evropska javna uprava
- javne finance in proračunska politika
- kreditna garancija
- kreditne in finančne institucije
- plačilna sposobnost
- PRAVO
- proračunska politika
- prost pretok kapitala
- tuja valuta
- usklajevanje politik EMU