The effects of supervisory stress testing on bank lending: examining large UK banks
In this paper, we study the effects of supervisory stress test exercises on 19 UK banks over the 2005–2018 period. The novelty of our approach is that we include two stress testing timelines from two banking supervisory authorities. Using a difference-in-difference methodology, in a first step, we a...
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| Main Authors: | , |
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| Format: | Default Article |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/19608657.v1 |
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