De Groen, Willem Pieter, Gros, Daniel, (2016), “European banks under stress (tests): Which remain the most resilient?”, CEPS, 11 Αυγούστου
The latest round of stress test conducted by the European Banking Authority for 51 large banking groups showed huge differences in the degree to which a shock, or so-called adverse scenario, would impact different banks. We find that banks with a high exposure to sovereign risk and especially those with many non-performing loans tend to be less resilient. By contrast, national factors, such as growth rates, had little impact on the outcome.
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