Who is afraid of the asset quality review? : potential losses and capital shortfalls in the European banking system

Bonczek, Thomas ; Fuest, Clemens ; Schröder, Michael

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URL: https://ub-madoc.bib.uni-mannheim.de/37202
URN: urn:nbn:de:bsz:180-madoc-372028
Document Type: Working paper
Year of publication: 2014
The title of a journal, publication series: ZEW Discussion Papers
Volume: 14-074
Place of publication: Mannheim
Publication language: English
Institution: Sonstige Einrichtungen > ZEW - Leibniz-Zentrum für Europäische Wirtschaftsforschung
MADOC publication series: Veröffentlichungen des ZEW (Leibniz-Zentrum für Europäische Wirtschaftsforschung) > ZEW Discussion Papers
Subject: 330 Economics
Abstract: We are simulating different scenarios to evaluate the stability of the European banking system. Our results show that the large banks of the Eurozone that are included in the Asset Quality Review are better capitalized at the end of 2013 than one year earlier. But capital shortfalls would still occur in our scenarios, even in the status quo scenario. The most significant shortfall would realize in our market downturn scenario. At least the analysis of static balance sheet data suggests that the capital base of the European banking system seems to be moving into the right direction.

Dieser Eintrag ist Teil der Universitätsbibliographie.

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