Stress testing banks' profitability: the case of French banks
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- Coffinet, Jerome & Lin, Surong, 2013. "Stress-Testing Banks’ Profitability: The Case of French Banks," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 67-80.
References listed on IDEAS
- Demirguc-Kunt, Asli & Huizinga, Harry, 2000. "Financial structure and bank profitability," Policy Research Working Paper Series 2430, The World Bank.
- Carbo Valverde, Santiago & Rodriguez Fernandez, Francisco, 2007. "The determinants of bank margins in European banking," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2043-2063, July.
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- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015. "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers 23/2015, Deutsche Bundesbank.
- Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012.
"A macro stress test model of credit risk for the Brazilian banking sector,"
Journal of Financial Stability,
Elsevier, vol. 8(2), pages 69-83.
- Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010. "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series 226, Central Bank of Brazil, Research Department.
- Albert, Stéphane, 2015. "US bank holding companies: Structure of activities and performance through the cycles," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 253-269.
More about this item
Keywordsbank profitability; dynamic panel estimation; stress test.;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-BAN-2011-01-03 (Banking)
- NEP-CBA-2011-01-03 (Central Banking)
- NEP-RMG-2011-01-03 (Risk Management)
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