Who is Afraid of the Asset Quality Review? Potential Losses and Capital Shortfalls in the European Banking System

50 Pages Posted: 14 Sep 2018

See all articles by Thomas Bonczek

Thomas Bonczek

Yale School of Management

Clemens Fuest

ifo Institute – Leibniz Institute for Economic Research at the University of Munich; Ludwig-Maximilians-University, Munich; Center for Economic Studies (CES)

Michael Schröder

ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management

Date Written: September 30, 2014

Abstract

The rest of this paper is set up as follows. In section 2 we provide a brief description of the ECB's comprehensive assessment of the European banking system. In section 3 we describe the data we are using and provide some descriptive statistics, particularly regarding the changes between the years 2012 and 2013. Section 4 includes the scenarios and the results of our analysis. In section 5 we discuss the findings and the policy conclusions emerging from the analysis.

Suggested Citation

Bonczek, Thomas and Fuest, Clemens and Schröder, Michael, Who is Afraid of the Asset Quality Review? Potential Losses and Capital Shortfalls in the European Banking System (September 30, 2014). ZEW - Centre for European Economic Research Discussion Paper No. 14-074. Available at SSRN: https://ssrn.com/abstract=2509201 or http://dx.doi.org/10.2139/ssrn.2509201

Thomas Bonczek

Yale School of Management ( email )

165 Whitney Avenue
New Haven, CT 06511
United States

Clemens Fuest (Contact Author)

ifo Institute – Leibniz Institute for Economic Research at the University of Munich

Poschinger Str. 5
Munich, DE 81679
Germany
++89-9224-1430 (Phone)

Ludwig-Maximilians-University, Munich ( email )

Schackstrasse 4 / II
Munich, DE 80539
Germany

Center for Economic Studies (CES) ( email )

Schackstr. 4
Munich, DE 80539
Germany
++89 2180-2748 (Phone)
++89 2180-17845 (Fax)

Michael Schröder

ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management ( email )

L 7,1
P.O. Box 10 34 43
D-68034 Mannheim
Germany
+49 621 1235 368 (Phone)
+49 621 1235 223 (Fax)

HOME PAGE: http://www.zew.de/en/team/msc/?cHash=c9507802336d8f7db96848c539ed2f89

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