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Una nota preliminar sobre el ejercicio de stress testing 2011 del sistema bancario europeo; impacto de la crisis soberana griega
[A preliminary note on the stress testing exercise 2011 the European banking system: impact of Greek sovereign crisis]

Author

Listed:
  • Ruston, Agustina
  • García Fronti, Javier

Abstract

The Greek sovereign debt crisis exposed the weaknesses of the financial system in relation to the control and risk management in the European context. Moreover, as part of the Greek sovereign debt is concentrated in European banks, a default affect its solvency and liquidity. The new regulation introduces by the Basel Committee, known as Basel III, raises new rules aiming to improve risk management in banks. The European Community has conducted stress tests on some European banks, whose results were presented in July 2011. These showed a strong banking system, with strong capital positions. However, current evidence, although preliminary, show otherwise.

Suggested Citation

  • Ruston, Agustina & García Fronti, Javier, 2013. "Una nota preliminar sobre el ejercicio de stress testing 2011 del sistema bancario europeo; impacto de la crisis soberana griega
    [A preliminary note on the stress testing exercise 2011 the European
    ," MPRA Paper 44907, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:44907
    as

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    File URL: https://mpra.ub.uni-muenchen.de/44907/1/MPRA_paper_44907.pdf
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    References listed on IDEAS

    as
    1. Adrian Blundell-Wignall & Patrick Slovik, 2010. "The EU Stress Test and Sovereign Debt Exposures," OECD Working Papers on Finance, Insurance and Private Pensions 4, OECD Publishing.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    stress test basel III greek crisis;

    JEL classification:

    • F3 - International Economics - - International Finance
    • G2 - Financial Economics - - Financial Institutions and Services

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