This site has been archived on 27/01/17
27/01/17

Navigation path

The website of the Directorate General for Economic and Financial Affairs has moved.

You will find all publications issued after July 2015 on the new web presence.

Banking Stress Scenarios for Public Debt Projections

Author(s): Peter Benczur, Katia Berti, Jessica Cariboni, Francesca Erica Di Girolamo, Sven Langedijk, Andrea Pagano, Marco Petracco Giudici, European Commission

Banking Stress Scenarios for Public Debt Projectionspdf(2 MB) Choose translations of the previous link 

The euro area sovereign debt crisis brought to light the potential risks to public finances posed by the banking sector. This paper simulates the potential impact of bank defaults on public finances based on stress test scenarios using an advance analytical methodology.


(European Economy. Economic Papers 548. April 2015. PDF. 40pp. Tab. Graph. Ann. Bibliogr. Free.)

KC-AI-15-548-EN-N (online)KC-AI-15-548-EN-C (print)
ISBN 978-92-79-44818-8 (online)ISBN 978-92-79-44819-5 (print)
doi: 10.2765/734404 (online)doi: 10.2765/7150 (print)

JEL classification: C15, E62, G01, G21,H63, H68

Economic Papers are written by the staff of the Directorate-General for Economic and Financial Affairs, or by experts working in association with them. The Papers are intended to increase awareness of the technical work being done by staff and to seek comments and suggestions for further analysis. The views expressed are the author’s alone and do not necessarily correspond to those of the European Commission.