Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/299577 
Erscheinungsjahr: 
2024
Schriftenreihe/Nr.: 
ECB Occasional Paper No. 347
Verlag: 
European Central Bank (ECB), Frankfurt a. M.
Zusammenfassung: 
This paper presents the updated macroprudential stress test for the euro area banking system, comprising around 100 of the largest euro area credit institutions across 19 countries. The approach involves modelling banks' reactions to changing economic conditions. It also examines the effects of adverse scenarios as defined for the European Banking Authority's 2023 stress test on economies and the financial system as a whole by acknowledging a broad set of interactions and interdependencies between banks, other market participants and the real economy. Our results highlight the resilience of the euro area banking system and the important role banks' adjustments play in the propagation of shocks to the financial sector and real economy.
Schlagwörter: 
economic models
monetary policy
forecasting
macroeconometrics
JEL: 
C30
C53
C54
E52
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
978-92-899-6415-9
Dokumentart: 
Research Report

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