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The recapitalization needs of European banks if a new financial crisis occurs

  • Eric Dor

    ()

    (IESEG School of Management (LEM-CNRS))

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This paper computes the total recapitalization needs of the banking sector of each European country in case of a new systemic financial crisis. These estimations are based on the estimated capital shortages of big individual banks published by the Volatility Laboratory of New York University Stern Business School and the Center for Risk Management of Lausanne.

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File URL: http://www.ieseg.fr/wp-content/uploads/2013-ECO-19_Dor.pdf
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Paper provided by IESEG School of Management in its series Working Papers with number 2013-ECO-19.

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Length: 11 pages
Date of creation: Oct 2013
Date of revision:
Handle: RePEc:ies:wpaper:e201319
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  1. Acharya, Viral V & Engle III, Robert F & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
  2. Viral Acharya & Robert Engle & Matthew Richardson, 2012. "Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks," American Economic Review, American Economic Association, vol. 102(3), pages 59-64, May.
  3. Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-50, July.
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