Nicolas Syrichas

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

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Scholarly Papers (1)

1.

Stress-Testing Net Trading Income: The Case of European Banks

ECB Working Paper No. 2021/2525
Number of pages: 35 Posted: 05 Mar 2021 Last Revised: 10 Dec 2021
European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt and European Central Bank (ECB)
Downloads 33 (574,395)

Abstract:

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capital shortfall, net trading income, quantile panel regression, stress testing