Departmental Papers Volume 2021 Issue 008: COVID-19: How Will European Banks Fare? (2021)

Jump to Content Jump to Main Navigation

COVID-19: How Will European Banks Fare?

Author:

Mr. Shekhar Aiyar

Mr. Shekhar Aiyar
Search for other papers by Mr. Shekhar Aiyar in
Current site
Google Scholar
PubMed

Mai Chi Dao

Mai Chi Dao
Search for other papers by Mai Chi Dao in
Current site
Google Scholar
PubMed

Mr. Andreas A. Jobst

Mr. Andreas A. Jobsthttps://isni.org/isni/0000000404811396, International Monetary Fund

Search for other papers by Mr. Andreas A. Jobst in
Current site
Google Scholar
PubMed

Ms. Aiko Mineshima

Ms. Aiko Mineshima
Search for other papers by Ms. Aiko Mineshima in
Current site
Google Scholar
PubMed

Ms. Srobona Mitra

Ms. Srobona Mitra
Search for other papers by Ms. Srobona Mitra in
Current site
Google Scholar
PubMed

, and

Mahmood Pradhan

Mahmood Pradhanhttps://isni.org/isni/0000000404811396, International Monetary Fund

Search for other papers by Mahmood Pradhan in
Current site
Google Scholar
PubMed

Series:: Departmental Papers

Volume/Issue:: Volume 2021: Issue 008

Publication Date:: 26 Mar 2021

DOI:: https://doi.org/10.5089/9781513572772.087

ISBN:: 9781513572772

ISSN:: 2616-5333

Pages:: 114

Keywords:: Bank capital; stress test; COVID-19; bank profitability; corporate risk; EBA transparency Exercise; hurdle rate; return on assets; EBA sample; IMF staff calculation; ECB analysis; ECB-Banking Supervision; operating income; loan default; return on equity; debt service moratoria; working capital; Capital adequacy requirements; External balance assessment (EBA); Countercyclical capital buffers; Loans; Nonperforming loans; Global; Europe

Legal-disclaimer:: The Departmental Paper Series presents research by IMF staff on issues of broad regional or cross-country interest. The views expressed in this paper are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Series:: Departmental Papers

Volume/Issue:: Volume 2021: Issue 008

Language:: English

Publication Date:: 26 Mar 2021

DOI:: https://doi.org/10.5089/9781513572772.087

ISBN:: 9781513572772

ISSN:: 2616-5333

Pages:: 114

Keywords:: Bank capital; stress test; COVID-19; bank profitability; corporate risk; EBA transparency Exercise; hurdle rate; return on assets; EBA sample; IMF staff calculation; ECB analysis; ECB-Banking Supervision; operating income; loan default; return on equity; debt service moratoria; working capital; Capital adequacy requirements; External balance assessment (EBA); Countercyclical capital buffers; Loans; Nonperforming loans; Global; Europe

Legal-disclaimer:: The Departmental Paper Series presents research by IMF staff on issues of broad regional or cross-country interest. The views expressed in this paper are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Download PDF (4.4 MB) Download Epub

This paper evaluates the impact of the crisis on European banks’ capital under a range of macroeconomic scenarios, using granular data on the size and riskiness of sectoral exposures. The analysis incorporates the important role of pandemic-related policy support, including not only regulatory relief for banks, but also policies to support businesses and households, which act to shield the financial sector from the real economic shock.

Save
Email this content

Share Link

Copy this link, or click below to email it to a friend
Email this content
or copy the link directly:

https://www.elibrary.imf.org/view/journals/087/2021/008/087.2021.issue-008-en.xml
The link was not copied. Your current browser may not support copying via this button.

Link copied successfully

Collapse
Expand

Departmental Papers

ISSN:: 2616-5333

Publisher:: International Monetary Fund

Topics

Countries

Series

About

Resources

Share Link

Metrics

Foresee