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Browsing Informes (Departament d'Economia i Empresa) by Subject "Asset quality review"

Browsing Informes (Departament d'Economia i Empresa) by Subject "Asset quality review"

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  • Abassi, Puriya; Rajkamal, Iyer; Peydró, José-Luis; Soto, Paul Eduardo (2020-02)
    Regulation needs effective supervision; but regulated entities may deviate with unobserved actions. For identification, we analyze banks, exploiting ECB’s asset-quality-review (AQR) and supervisory security and credit ...

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