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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Impact of Stress Testing on Bank Risk
 Dítě, Martin ; Geršl, Adam (advisor) ; Jakubík, Petr (referee)
This thesis studies the impact of macro stress testing on the riskiness of the participating banks. We use a dataset on 48 banks participating in either or both of the 2010 and 2011 EU exercises performed by the CEBS/EBA and 17 peer banks that did not participate. We find that early announcement of the 2010 stress test led to a temporary capitalization increase for the participating banks. We also find that disclosure of the 2011 exercise results caused a decline in capitalization for the participating banks. The results indicate that the way stress tests are prepared and communicated can strongly influence how banks react in terms of capitalization levels. Powered by TCPDF (www.tcpdf.org)
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Methodology, conclusions and implications of bank stress tests of the EU and the IMF
 Benešová, Eliška ; Dobrovolný, Marek (advisor) ; Matejašák, Milan (referee)
This bachelor thesis is about stress testing of banking system, which is one of the most important tools used for assessing financial stability. Two international institutions, IMF and EU, run stress tests and this thesis describes and contrasts both methods of these institutions. Besides it points out EU-wide stress testing exercise form years 2009, 2011 and 2011 that were criticized for insufficient severity. In addition, thesis describes how financial markets reacted to the results.
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