IIARD International Institute of Academic Research and Development

IIARD INTERNATIONAL JOURNAL OF BANKING AND FINANCE RESEARCH (IJBFR )

E-ISSN 2695-1886
P-ISSN 2672-4979
VOL. 8 NO. 4 2022
DOI: https://doi.org/10.56201/ijbfr.v8.no4.2022.pg.48.66

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Prudential Stress Test of Capital Adequacy of Quoted Commercial Banks in Nigeria: A Panel Data Approach

Lucky Anyike Lucky and Ibulubo Francis Tamunoiduabia

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Abstract

This study used prudential variables to stress test commercial banks capital adequacy in Nigeria.

keywords:

Prudential Stress Test, Capital Adequacy, Quoted Commercial Banks, Nigeria, Panel Data Approach

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References:

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Baritrop, A., McNaughton, A. &Furfine, F. (2003). Interbank exposures: Quantifying the Riskof
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Basset, W., &Berrospide, J. (2018).Impact of post stress tests capital on bank lending.Research.
Boahene, B. (2012). Relationship of commercial banks performance and credit risk in sixghanaian
commercial banks. Journal of Banking Finance, 36(3), 803-816.

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