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Corporate vulnerability and bank stability : evidence from Jordan

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  • Love, Inessa

Abstract

This 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.

Suggested Citation

  • Love, Inessa, 2010. "Corporate vulnerability and bank stability : evidence from Jordan," Policy Research Working Paper Series 5502, The World Bank.
    • Handle: RePEc:wbk:wbrwps:5502
    as

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    References listed on IDEAS

    as
    1. Ms. Meral Karasulu & Mr. Matthew T Jones, 2006. "The Korean Crisis: What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal," IMF Working Papers 2006/114, International Monetary Fund.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Debt Markets; Banks&Banking Reform; Access to Finance; Economic Theory&Research; Emerging Markets;
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