EIB Working Paper 2026/01 - How Severe Are European Regulatory Stress Test Scenarios? : A Probabilistic Calibration for the Euro Area / by the European Investment Bank.
نوع المادة :
نصالناشر:Luxembourg : European Investment Bank, Commission des Communautés européennes, 2026تاريخ حقوق النشر: ©2026الطبعات:1st edوصف:1 online resource (66 pages)نوع المحتوى:- text
- computer
- online resource
- 9789286160882
| نوع المادة | المكتبة الحالية | رقم الطلب | رابط URL | حالة | تاريخ الإستحقاق | الباركود | حجوزات مادة | |
|---|---|---|---|---|---|---|---|---|
مصدر رقمي
|
UAE Federation Library | مكتبة اتحاد الإمارات Online Copy | نسخة إلكترونية | رابط إلى المورد | لا يعار |
Abstract.
Introduction.
1. Empirical Framework.
2. Data.
3. GaR Forecasts and EBA Adverse Scenarios.
4. Exploring Model Structure and Behaviour.
5. Conclusions.
Annexes.
Uses the Growth-at-Risk (GaR) framework to assess the severity of European banking stress-test scenarios and the probability of significant downturns in euro-area economic activity. The study compares European Banking Authority stress-testing assumptions with model-based estimates of downside macroeconomic risks and evaluates the effectiveness of stress-test calibration. The findings contribute to discussions on financial stability, risk assessment, banking supervision, and macroprudential policy in the European Union.
Description based on publisher supplied metadata and other sources.
طلب مسح ضوئي
