| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP13907 |
| DP13907 Stress Testing and Bank Lending | |
| Joel Shapiro; Jing Zeng | |
| 发表日期 | 2019-08-06 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | Bank stress tests are a major form of regulatory oversight. Banks respond to the toughness of the tests by changing their lending behavior. Regulators care about bank lending; therefore, banks' reactions to the tests affect the tests' design and create a feedback loop. We demonstrate that stress tests may be (1) soft, in order to encourage lending in the future, or (2) tough, in order to deter excessive risk-taking in the future. There may be multiple equilibria due to strategic complementarity. Regulators may strategically delay stress tests. We also analyze bottom-up stress tests and banking supervision exams. |
| 主题 | Financial Economics |
| 关键词 | Bank regulation Stress tests Bank lending Reputation |
| URL | https://cepr.org/publications/dp13907 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/542788 |
| 推荐引用方式 GB/T 7714 | Joel Shapiro,Jing Zeng. DP13907 Stress Testing and Bank Lending. 2019. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Joel Shapiro]的文章 |
| [Jing Zeng]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Joel Shapiro]的文章 |
| [Jing Zeng]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Joel Shapiro]的文章 |
| [Jing Zeng]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
