[HTML][HTML] Banking stress test effects on returns and risks
C Sahin, J de Haan, E Neretina - Journal of Banking & Finance, 2020 - Elsevier
We investigate the effects of the announcement and the disclosure of the clarification,
methodology, and outcomes of the US banking stress tests on banks' equity prices, credit …
methodology, and outcomes of the US banking stress tests on banks' equity prices, credit …
Do stress tests affect bank liquidity creation?
TVH Nguyen, S Ahmed, T Chevapatrakul… - Journal of Corporate …, 2020 - Elsevier
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on US bank
liquidity creation. Empirical results show that regulatory stress tests have a negative effect on …
liquidity creation. Empirical results show that regulatory stress tests have a negative effect on …
European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism
Y Altunbaş, S Polizzi, E Scannella… - Review of Quantitative …, 2022 - Springer
This paper provides evidence on the impact of European Banking Union (BU) and the
associated Single Supervisory Mechanism (SSM) on the risk disclosure practices of …
associated Single Supervisory Mechanism (SSM) on the risk disclosure practices of …
The efficiency of preventive restructuring procedures: Evidence from France
This article critically evaluates the effectiveness of the European Union's recent Directive on
restructuring and insolvency law, specifically within the context of France, aimed at …
restructuring and insolvency law, specifically within the context of France, aimed at …
Quality disclosure in the presence of strategic consumers
J Zhao, J Qiu, YW Zhou, XJ Hu, AF Yang - Journal of Retailing and …, 2020 - Elsevier
Consider a market for short-life products, such as smartphones, where a firm and consumers
have asymmetric quality information, the firm sells products in two periods, and consumers …
have asymmetric quality information, the firm sells products in two periods, and consumers …
[HTML][HTML] A review of the discussion proposal on changes to the EU-wide stress test
J Llorent-Jurado, JA Ordaz-Sanz… - Central Bank Review, 2024 - Elsevier
Abstract In 2020, the European Banking Authority (EBA) launched a public consultation on
future changes to the European Union wide stress test (EUWST). The EBA proposes a dual …
future changes to the European Union wide stress test (EUWST). The EBA proposes a dual …
Value relevance of bank credit risk disclosure:“interventionist” and “non-interventionist” supervisory regimes
This paper aims to analyze the credit risk disclosure (CRD) practices of the banking
industries of two countries characterized by different supervisory regimes, namely Canada …
industries of two countries characterized by different supervisory regimes, namely Canada …
[HTML][HTML] The effects of the EBA's stress testing framework on banks' lending
K Ahmed, G Calice - Economic Modelling, 2024 - Elsevier
This paper investigates the impact of the European Banking Authority (EBA)'s supervisory
stress tests on bank lending. Using a sample of 282 European banks over the period 2006 …
stress tests on bank lending. Using a sample of 282 European banks over the period 2006 …
Market reaction to banks' interim press releases: an event study analysis
This study measures the effect of financial reporting on the prices and volumes traded of
banks' outstanding stocks around the disclosure of interim financial information, which is a …
banks' outstanding stocks around the disclosure of interim financial information, which is a …
Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi Arabia
W Hemrit - Journal of Operational Risk, Forthcoming, 2019 - papers.ssrn.com
In this study, we investigate the operational risk reporting practices of Islamic banking
institutions (IBIs) and conventional banks (CBs) in Saudi Arabia. Moreover, we explore the …
institutions (IBIs) and conventional banks (CBs) in Saudi Arabia. Moreover, we explore the …