EU stress tests should revise banking income assumptions, ECB paper argues

The European Central Bank

The banking stress tests conducted in the European Union should revise their assumptions that banks’ incomes will be independent of wider financial conditions, a working paper published by the European Central Bank argues.

In Macro stress testing euro area banks’ fees and commissions, Christoffer Kok, Harun Mirza and Cosimo Pancaro use panel econometric techniques to estimate the ratio of fee and commission income over total assets for a broad sample of euro area banks. The authors then conduct

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