Skip navigation

Publications & Research :: Policy Research Working Paper

Corporate Vulnerability and Bank Stability : Evidence from Jordan

0
0

Attachments [ 0 ]

There are no files associated with this item.

More Details

Middle East and North Africa | Jordan
2012-03-19T18:43:20Z | 2012-03-19T18:43:20Z | 2010-12-01

This paper uses data on publicly listed companies in Jordan to evaluate corporate vulnerability and perform corporate stress testing. The exercise finds that both earnings and interest rate shocks have significant impact on corporate vulnerability. Because different banks have different sector exposures, and different sectors exhibit different vulnerability at different times, the stress tests that include corporate exposure will provide a more precise evaluation of bank soundness.

Comments

(Leave your comments here about this item.)

Item Analytics

Select desired time period