Publication: The disciplining effect of supervisory scrutiny in the EU-wide stress test
The disciplining effect of supervisory scrutiny in the EU-wide stress test
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Kok, C., Müller, C., Ongena, S., & Pancaro, C. (2023). The disciplining effect of supervisory scrutiny in the EU-wide stress test. Journal of Financial Intermediation, 53, 101015–101015. https://doi.org/10.1016/j.jfi.2022.101015
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Relying on confidential supervisory data related to the 2016 EU-wide stress test, this paper presents novel empirical evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We find that banks that participated in the 2016 EU-wide stress test subsequently reduced their credit risk relative to banks that were not part of this exercise. Relying on new metrics for supervisory scrutiny that measure the quantity, potential impact, and duration of interactions between banks and supervisors dur
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- Kok, Christoffer
- Müller, Carola
- Pancaro, Cosimo
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Kok, C., Müller, C., Ongena, S., & Pancaro, C. (2023). The disciplining effect of supervisory scrutiny in the EU-wide stress test. Journal of Financial Intermediation, 53, 101015–101015. https://doi.org/10.1016/j.jfi.2022.101015
