Staff Papers
Our Staff Paper Series (SPS) provide a platform for EBA staff to disseminate research and thematic analyses to a wider public. They include selected studies on financial regulation, supervisory policy and legal issues of general interest with the aim of stimulating discussion and public debate.
The EBA Staff Papers are also available on the EBA eJournal of the SSRN Research Paper Series. You can access them and subscribe to the eJournal here.
Date | Number | Publication |
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February 2025 | DZ-01-25-001-EN-N | Measuring economic distress using the contingent claims approach - Olli Castrén and Raphael M. Kopp |
January 2025 | DZ-01-25-000-EN-N | Predicting bank distress in Europe: using machine learning and a novel definition of distress - Despo Malikkidou, Wolfgang Strohbach |
November 2024 | DZ-01-24-002-EN-N | Financing the transition? Taking the temperature of European banks’ corporate loan books - Raffaele Passaro, Benno Schumacher, Hannah Helmke, Jacopo Pellegrino, and Elnaz Roshan |
August 2024 | DZ-01-24-001-EN-N | Green-supporting factors, brown-penalising factors and the prudential framework - Olli Castrén , Riccardo Russo |
August 2024 | DZ-01-24-000-EN-N | Runs, transparency and regulation: on the optimal design of stablecoin frameworks - Olli Castrén , Riccardo Russo |
September 2023 | DZ-AH-23-003-EN-N | The calibration of the IRB supervisory formula – a case study - Simone Casellina, Fabio Salis, Giovanni Tessiore, Roberto Ugoccioni and Franco Varetto |
September 2023 | DZ AH 23 002 EN N | The EU regulatory framework for market risk and prudent valuation: are the rules too procyclical? - Stéphane Boivin, Marco Giovanni Crotti and Despo Malikkidou |
July 2023 | DZ-AH-23-001-EN-N | The characteristics and the legal nature of the supervisory and resolution handbook of the EBA - Zoi Jenny Giotaki, Pauline de la Bouillerie and Rafael Nebot Seguí |
July 2021 | DZ-AH-21-004-EN-N | A universal stress scenario approach for capitalising non-modellable risk factors under the FRTB - Martin Aichele, Marco Giovanni Crotti, and Benedikt Rehle |
May 2021 | DZ‐AH‐21‐003‐EN‐N | Testing capacity of the EU banking sector to finance the transition to a sustainable economy - Slavka Eley |
April 2021 | DZ-AH-21-002-EN-N | Window dressing systemic importance: evidence from EU banks and the G-SIB framework - Luis Garcia, Ulf Lewrick, and Taja Sečnik |
January 2021 | DZ-AH-21-001-EN-N | The estimation risk and the IRB supervisory formula - Simone Casellina, Simone Landini and Mariacristina Uberti |
October 2020 | DZ‐AH‐20‐005‐EN‐N | Time to go beyond RWA variability for IRB banks: an empirical analysis - Francesco Cannata, Simone Casellina and Gaetano Chionsini |
September 2020 | DZ‐AH‐20‐004‐EN‐N | What are the determinants of MREL – eligible debt yields? - María Rocamora, Nuria Suárez and Manuel Monjas |
June 2020 | DZ-AH-20-003-EN-N | Digital currencies in financial networks - Olli Castrén, Ilja Kristian Kavonius, Michela Rancan |
24 February 2020 | DZ-AH-20-002-EN-N | Potential regulatory obstacles to cross-border and acquisitions in the EU banking sector - Anna Gardella, Massimiliano Rimarchi, Davide Stroppa |
28 January 2020 | DZ-AH-19-003-EN-N | Sustainable finance: market practices - Adrienne Coleton, Maria Font Brucart, Pilar Gutierrez, Fabien Le Tennier, Christian Moor |
15 January 2020 | DZ-AH-20-001-EN-N | Applying the pre-commitment approach to bottom up stress tests: a new old story – Simone Casellina, Giuseppe Pandolfo, Mario Quagliariello |
July 2019 | DZ-AH-19-002-EN-N | Are stress tests beauty contests? - Mario Quagliariello |
26 March 2019 | DZ-04-19-333-EN-N | EU banks journey towards an enhanced capital framework - Alessandra Melis, Katrin Weissenberg |
21 June 2018 | DZ-AH-18-002-EN-N | Identification of EU bank business models - Marina Cernov, Teresa Urbano |
21 June 2018 | DZ-AH-18-001-EN-N | Sharing the Pain Credit Supply & Real Effects of Bank Bail-ins - Thorsten Beck, Samuel Da-Rocha-Lopes, André Silva |
Other Papers
Date | Publication |
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4 September 20217 | Harmonisation and standardisation of synthetic securitisations - Christian Moor and Massimiliano Rimarchi |
5 July 2017 | Completing the Repair of the EU Banking Sector - A Critical Review of an EU Asset Management Company, Andrea Enria, Piers Haben and Mario Quagliariello |
20 February 2017 | Why the EU needs an asset management company, Piers Haben, Mario Quagliariello |
8 July 2016 | Sovereign Risk: black swans and white elephants, Andrea Enria, Adam Farkas and Lars Jul Overby |