Synopsis
In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios.
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Macro Stress Testing on Credit Risk
Published by
LAP LAMBERT Academic Publishing Jul 2015, 2015
ISBN 10: 3659745596
ISBN 13: 9783659745591
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios. 76 pp. Englisch. Seller Inventory # 9783659745591
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Macro Stress Testing on Credit Risk
Published by
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659745596
ISBN 13: 9783659745591
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Vukic IgorIgor Vukic was born on September 29, 1985 in Knin, Croatia and grew up in Banja Luka, Bosnia and Herzegovina. He received the BSc in Banking and Insurance from University of Banja Luka, Bosnia and Herzegovina, in 2011 and t. Seller Inventory # 157902283
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Macro Stress Testing on Credit Risk
Published by
LAP LAMBERT Academic Publishing Jul 2015, 2015
ISBN 10: 3659745596
ISBN 13: 9783659745591
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 76 pp. Englisch. Seller Inventory # 9783659745591
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Macro Stress Testing on Credit Risk : Of banking sectors in PIIGS countries
Published by
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659745596
ISBN 13: 9783659745591
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Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios. Seller Inventory # 9783659745591
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Macro Stress Testing on Credit Risk | Of banking sectors in PIIGS countries
Published by
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659745596
ISBN 13: 9783659745591
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Seller: preigu, Osnabrück, Germany
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Taschenbuch. Condition: Neu. Macro Stress Testing on Credit Risk | Of banking sectors in PIIGS countries | Igor Vukic | Taschenbuch | 76 S. | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659745591 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Seller Inventory # 104349591
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