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European banks under stress (tests): Which remain the most resilient? CEPS Commentary, 11 August 2016

De Groen, Willem Pieter and Gros, Daniel. (2016) European banks under stress (tests): Which remain the most resilient? CEPS Commentary, 11 August 2016. [Policy Paper]

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Abstract

The latest round of stress test conducted by the European Banking Authority for 51 large banking groups showed huge differences in the degree to which a shock, or so-called adverse scenario, would impact different banks. We find that banks with a high exposure to sovereign risk and especially those with many non-performing loans tend to be less resilient. By contrast, national factors, such as growth rates, had little impact on the outcome.

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Item Type: Policy Paper
Subjects for non-EU documents: EU policies and themes > Policies & related activities > economic and financial affairs > banks/financial markets
Subjects for EU documents: UNSPECIFIED
EU Series and Periodicals: UNSPECIFIED
EU Annual Reports: UNSPECIFIED
Series: Series > Centre for European Policy Studies (Brussels) > CEPS Commentaries
Depositing User: Phil Wilkin
Official EU Document: No
Language: English
Date Deposited: 15 Aug 2016 09:36
Number of Pages: 2
Last Modified: 15 Aug 2016 09:36
URI: http://aei.pitt.edu/id/eprint/78823

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