EPISODE · Mar 14, 2014 · 20 MIN
7: The AQR and stress testing the European banking system
from VoxTalk Vaults · host VoxTalks
Viral Acharya interviewed by Viv Davies, 14 March 2014Viral Acharya talks to Viv Davies about his recent work with Sascha Steffen that, using publicly available data and a series of shortfall measures, estimates the capital shortfalls of EZ banks that will be stress-tested under the proposed Asset Quality Review. They also discuss the difference in accounting rules between US and EZ banks and the future potential for banking union in the Eurozone. The interview was recorded by phone on 25 February 2014.
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7: The AQR and stress testing the European banking system
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