The EU Stress Test and Sovereign Debt Exposures
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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This working paper’s quantifications show that most sovereign debt is held on the banking books of banks, whereas the EU stress test considered only their small trading book exposures. It discusses why sovereign debt held in the banking book cannot be ignored by investors and creditors, because of: (a) recovery values in the event of individual...
