EU banks that were stress-tested reduced credit risk – ECB paper
Banks that were subject to 2016 stress tests reduced risk compared with control group, researchers find
Banks subject to the 2016 European Union-wide stress tests significantly reduced their risk exposure, a working paper published by the European Central Bank (ECB) finds.
In The disciplining effect of supervisory scrutiny in the EU-wide stress test, Christoffer Kok et al. use supervisory data on a wide sample of banks, including a proportion that were not tested.
The authors look at EU banks’ balance sheets, profit-and-loss items and capital requirements between 2015 and 2017. The authors’
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