Corporate vulnerability and bank stability : evidence from Jordan
AbstractThis paper uses data on publicly listed companies in Jordan to evaluate corporate vulnerability and perform corporate stress testing. The exercise finds that both earnings and interest rate shocks have significant impact on corporate vulnerability. Because different banks have different sector exposures, and different sectors exhibit different vulnerability at different times, the stress tests that include corporate exposure will provide a more precise evaluation of bank soundness.
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Bibliographic InfoPaper provided by The World Bank in its series Policy Research Working Paper Series with number 5502.
Date of creation: 01 Dec 2010
Date of revision:
Debt Markets; Banks&Banking Reform; Access to Finance; Economic Theory&Research; Emerging Markets;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-16 (All new papers)
- NEP-ARA-2011-01-16 (MENA - Middle East & North Africa)
- NEP-CWA-2011-01-16 (Central & Western Asia)
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