Banking Stress Scenarios for Public Debt Projections

Peter Benczur, Katia Berti, Jessica Cariboni, Francesca Erica Di Girolamo (), Sven Langedijk, Andrea Pagano and Marco Petracco Giudici ()

No 548, European Economy - Economic Papers 2008 - 2015 from Directorate General Economic and Financial Affairs (DG ECFIN), European Commission

Abstract: The euro area sovereign debt crisis brought to light the potential risks to public finances posed by the banking sector. This paper simulates the potential impact of bank defaults on public finances based on stress test scenarios using an advance analytical methodology.

JEL-codes: C15 E62 G01 G21 H63 H68 (search for similar items in EconPapers)
Pages: 40 pages
Date: 2015-04
New Economics Papers: this item is included in nep-cba, nep-eec and nep-mac
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:euf:ecopap:0548

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