A study on the EBA stress test results: influence of bank, portfolio and country-level characteristics

Feb 25 2022

The purpose of this paper is to investigate the main drivers of the change in the credit risk provisions at
a portfolio level for the banks that have been subject of the 2018 EBA stress tests…

https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2648~e5d429eea8.en.pdf

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