RESEARCH ON THE IMPACT OF STRESS TESTS IN THE EUROPEAN UNION Cover Image

ИЗСЛЕДВАНЕ НА ВЪЗДЕЙСТВИЯТА НА СТРЕС-ТЕСТОВЕТЕ В ЕВРОПЕЙСКИЯ СЪЮЗ
RESEARCH ON THE IMPACT OF STRESS TESTS IN THE EUROPEAN UNION

Author(s): Kairat Koishibekov
Subject(s): Economy, Business Economy / Management, Financial Markets
Published by: Бургаски свободен университет
Keywords: stress tests; common equity tier 1; unfavorable banking scenario; impact on profitability; required rate of return; shock in the global market; net direct exposure; relative losses after hedging

Summary/Abstract: Research has emphasized that stress tests are an important risk management tool. In this aspect, the scientific material is divided into two parts. The first part deals with stress tests as a reaction to banking supervision. The second honor is devoted to the analysis of the impact of stress tests. The author analyzes their impact on the Tier 1 capital ratio. The charts also show the impact on profitability, magnitude of risk exposure and financial leverage. The evolution of the impact on market risk gains and losses is monitored.

  • Issue Year: XL/2019
  • Issue No: 1
  • Page Range: 319-348
  • Page Count: 30
  • Language: Bulgarian
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