ИЗСЛЕДВАНЕ НА ВЪЗДЕЙСТВИЯТА НА СТРЕС-ТЕСТОВЕТЕ В ЕВРОПЕЙСКИЯ СЪЮЗ
RESEARCH ON THE IMPACT OF STRESS TESTS IN THE EUROPEAN UNION
Author(s): Kairat KoishibekovSubject(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.
Journal: Годишник на Бургаски свободен университет
- Issue Year: XL/2019
- Issue No: 1
- Page Range: 319-348
- Page Count: 30
- Language: Bulgarian
