Κρίνοντας την αξιοπιστία των stress tests των ευρωπαϊκών τραπεζών. Διερεύνηση με χρήση των αποδόσεων των δανείων μειωμένης εξασφαλίσεως
KeywordsStress-testing ; Ευρωπαϊκή Ένωση ; Απόδοση των δανείων μειωμένης εξασφάλισης ; Τραπεζική λογιστική
This research measures the effect of the announcement and disclosure of the European banking stress tests on the Yield to Maturity of the subordinated dept. These stress tests were carried out in 2016 and there were 51 banks that were stress tested. The aim of this research was to reveal if there was a significant effect on the YTM of the subordinated dept of those banks and we used cross- regression methods in order to measure this effect. The period selected for the research begins with the announcement and ends by the end of 2016. The conclusion was that there was no significant impact on the YTM of the subordinated dept.