Corporate Vulnerability and Bank Stability : Evidence from Jordan
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....
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| Format: | Policy Research Working Paper |
| Language: | English |
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2012
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| Online Access: | http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20101213131439 http://hdl.handle.net/10986/3984 |
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okr-10986-39842021-04-23T14:02:14Z Corporate Vulnerability and Bank Stability : Evidence from Jordan Love, Inessa ACCOUNTING AMORTIZATION ARREARS BALANCE SHEET BANK DEBT BANK EXPOSURE BANK EXPOSURES BANKING SECTOR BANKRUPTCY BANKS BENCHMARKING BOOK VALUE CAPITAL ADEQUACY CASH FLOWS CORPORATE DEFAULT CORPORATE DEFAULTS CREDIT CRUNCHES CREDIT QUALITY CREDITOR CURRENT ASSETS DEBT DEBT FINANCING DEBT LEVELS DEBT LOADS DEBT OBLIGATIONS DEBT RATIO DEBT RATIOS DEBTS DEVELOPMENT POLICY EXPOSURES FINANCIAL COMPANIES FINANCIAL DIFFICULTIES FINANCIAL DISTRESS FINANCIAL SECTOR FINANCIAL SECTORS FINANCIAL SERVICES FINANCIAL STATEMENT FOREIGN INVESTOR GROWTH RATE GROWTH RATES INCOME INDEBTEDNESS INFLATION INFLATION RATES INTEREST COVERAGE RATIO INTEREST EXPENSE INTEREST EXPENSES INTEREST PAYMENT INTEREST PAYMENTS INTEREST RATE INTEREST RATE SHOCK INTEREST RATE SHOCKS INTEREST RATES INTERNATIONAL BANK INTERNATIONAL INVESTORS INTERNATIONAL STANDARDS INVENTORIES INVESTOR INTEREST LENDING PRACTICES LEVEL OF DEBT LIQUID ASSETS LIQUIDITY MACROECONOMIC CONDITIONS MATURITY MATURITY STRUCTURE NPL PRIVATE SECTOR DEVELOPMENT PRODUCTIVITY PROFITABILITY QUICK RATIO REAL ESTATE REAL GDP REAL GROWTH RATES RETAINED EARNINGS RETURN RETURN ON ASSETS SHORT-TERM DEBT SHORT-TERM FINANCING STOCK EXCHANGE TOTAL DEBT TRADE CREDIT TRADE SECTOR TRADE SECTORS VALUE OF ASSETS VOLATILITY WORKING CAPITAL 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. 2012-03-19T18:43:20Z 2012-03-19T18:43:20Z 2010-12-01 http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20101213131439 http://hdl.handle.net/10986/3984 English Policy Research working paper ; no. WPS 5502 CC BY 3.0 IGO http://creativecommons.org/licenses/by/3.0/igo/ World Bank Publications & Research :: Policy Research Working Paper Middle East and North Africa Jordan |
| repository_type |
Digital Repository |
| institution_category |
Foreign Institution |
| institution |
Digital Repositories |
| building |
World Bank Open Knowledge Repository |
| collection |
World Bank |
| language |
English |
| topic |
ACCOUNTING AMORTIZATION ARREARS BALANCE SHEET BANK DEBT BANK EXPOSURE BANK EXPOSURES BANKING SECTOR BANKRUPTCY BANKS BENCHMARKING BOOK VALUE CAPITAL ADEQUACY CASH FLOWS CORPORATE DEFAULT CORPORATE DEFAULTS CREDIT CRUNCHES CREDIT QUALITY CREDITOR CURRENT ASSETS DEBT DEBT FINANCING DEBT LEVELS DEBT LOADS DEBT OBLIGATIONS DEBT RATIO DEBT RATIOS DEBTS DEVELOPMENT POLICY EXPOSURES FINANCIAL COMPANIES FINANCIAL DIFFICULTIES FINANCIAL DISTRESS FINANCIAL SECTOR FINANCIAL SECTORS FINANCIAL SERVICES FINANCIAL STATEMENT FOREIGN INVESTOR GROWTH RATE GROWTH RATES INCOME INDEBTEDNESS INFLATION INFLATION RATES INTEREST COVERAGE RATIO INTEREST EXPENSE INTEREST EXPENSES INTEREST PAYMENT INTEREST PAYMENTS INTEREST RATE INTEREST RATE SHOCK INTEREST RATE SHOCKS INTEREST RATES INTERNATIONAL BANK INTERNATIONAL INVESTORS INTERNATIONAL STANDARDS INVENTORIES INVESTOR INTEREST LENDING PRACTICES LEVEL OF DEBT LIQUID ASSETS LIQUIDITY MACROECONOMIC CONDITIONS MATURITY MATURITY STRUCTURE NPL PRIVATE SECTOR DEVELOPMENT PRODUCTIVITY PROFITABILITY QUICK RATIO REAL ESTATE REAL GDP REAL GROWTH RATES RETAINED EARNINGS RETURN RETURN ON ASSETS SHORT-TERM DEBT SHORT-TERM FINANCING STOCK EXCHANGE TOTAL DEBT TRADE CREDIT TRADE SECTOR TRADE SECTORS VALUE OF ASSETS VOLATILITY WORKING CAPITAL |
| spellingShingle |
ACCOUNTING AMORTIZATION ARREARS BALANCE SHEET BANK DEBT BANK EXPOSURE BANK EXPOSURES BANKING SECTOR BANKRUPTCY BANKS BENCHMARKING BOOK VALUE CAPITAL ADEQUACY CASH FLOWS CORPORATE DEFAULT CORPORATE DEFAULTS CREDIT CRUNCHES CREDIT QUALITY CREDITOR CURRENT ASSETS DEBT DEBT FINANCING DEBT LEVELS DEBT LOADS DEBT OBLIGATIONS DEBT RATIO DEBT RATIOS DEBTS DEVELOPMENT POLICY EXPOSURES FINANCIAL COMPANIES FINANCIAL DIFFICULTIES FINANCIAL DISTRESS FINANCIAL SECTOR FINANCIAL SECTORS FINANCIAL SERVICES FINANCIAL STATEMENT FOREIGN INVESTOR GROWTH RATE GROWTH RATES INCOME INDEBTEDNESS INFLATION INFLATION RATES INTEREST COVERAGE RATIO INTEREST EXPENSE INTEREST EXPENSES INTEREST PAYMENT INTEREST PAYMENTS INTEREST RATE INTEREST RATE SHOCK INTEREST RATE SHOCKS INTEREST RATES INTERNATIONAL BANK INTERNATIONAL INVESTORS INTERNATIONAL STANDARDS INVENTORIES INVESTOR INTEREST LENDING PRACTICES LEVEL OF DEBT LIQUID ASSETS LIQUIDITY MACROECONOMIC CONDITIONS MATURITY MATURITY STRUCTURE NPL PRIVATE SECTOR DEVELOPMENT PRODUCTIVITY PROFITABILITY QUICK RATIO REAL ESTATE REAL GDP REAL GROWTH RATES RETAINED EARNINGS RETURN RETURN ON ASSETS SHORT-TERM DEBT SHORT-TERM FINANCING STOCK EXCHANGE TOTAL DEBT TRADE CREDIT TRADE SECTOR TRADE SECTORS VALUE OF ASSETS VOLATILITY WORKING CAPITAL Love, Inessa Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| geographic_facet |
Middle East and North Africa Jordan |
| relation |
Policy Research working paper ; no. WPS 5502 |
| description |
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. |
| format |
Publications & Research :: Policy Research Working Paper |
| author |
Love, Inessa |
| author_facet |
Love, Inessa |
| author_sort |
Love, Inessa |
| title |
Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| title_short |
Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| title_full |
Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| title_fullStr |
Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| title_full_unstemmed |
Corporate Vulnerability and Bank Stability : Evidence from Jordan |
| title_sort |
corporate vulnerability and bank stability : evidence from jordan |
| publishDate |
2012 |
| url |
http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20101213131439 http://hdl.handle.net/10986/3984 |
| _version_ |
1764389343815794688 |