The Impact of the Basel Accord on Greek Banks: A Stress Test Study
نویسندگان
چکیده
منابع مشابه
The Impact of the Basel Accord on Greek Banks: A Stress Test Study
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was performed and the increase in capital requirements was calculated for each scenario based on the standar...
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2015
ISSN: 1911-8074
DOI: 10.3390/jrfm8020181