Macro Stress Testing on Credit Risk: Of banking sectors in PIIGS countries - Softcover

Vukic, Igor

Softcover

ISBN 10: 3659745596 ISBN 13: 9783659745591

Verlag: LAP LAMBERT Academic Publishing, 2015

Inhaltsangabe

In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios.

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Über die Autorin bzw. den Autor

Igor Vukic was born on September 29, 1985 in Knin, Croatia and grew up in Banja Luka, Bosnia and Herzegovina. He received the BSc in Banking and Insurance from University of Banja Luka, Bosnia and Herzegovina, in 2011 and the MSc in Economics and Finances from the Institute of Economic Studies, Charles University in Prague, Czech Republic, in 2014.

Details zur Ausgabe

• Verlag: LAP LAMBERT Academic Publishing
• Erscheinungsdatum: 2015
• Sprache: Englisch
• ISBN 10: 3659745596
• ISBN 13: 9783659745591
• Einband: Taschenbuch
• Anzahl der Seiten: 76
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Saarbrücker Vlg. f. Rechtswissensch.; customerservice@vdm-vsg.de; ; Brivibas gatve 197; Riga; 1039; Lettland