Κρίνοντας την αξιοπιστία των stress tests των ευρωπαϊκών τραπεζών. Διερεύνηση με χρήση των αποδόσεων των δανείων μειωμένης εξασφαλίσεως
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Keywords
Stress-testing ; Ευρωπαϊκή Ένωση ; Απόδοση των δανείων μειωμένης εξασφάλισης ; Τραπεζική λογιστικήAbstract
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.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική Ανάλυση για ΣτελέχηDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
74Language
Greek
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές