Central Bank of Luxembourg: banks pass stress tests
A Central Bank of Luxembourg paper published in August measures the impact of financial shocks on the capital needs of the domestic banking sector and shows that all lenders possess tier one capital levels sufficient to pass the European stress tests.
Abdelaziz Rouabah and John Theal, the paper's authors, use data on loan loss provisions and total loans from 1995 to 2009 to estimate a stress testing model for the Luxembourg banking sector. The sample encompasses the recent global crisis. It also
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