Publications

EBA Policy Research Workshop discussion by Danmarks Nationalbank on how the EU Emission Trading System (EU ETS) affects firm borrowing costs, carbon emissions, and pollution permit storage incentives during the green transition.

EBA and ACPR-Banque de France study on energy efficiency's impact on European residential property prices and mortgage risks, analysing green premiums and ESG-related physical and transition risks in banks' portfolios through a meta-analysis.

EBA workshop presentation analysing a meta-study on climate risk differentials in European banks' mortgage portfolios, focusing on green premiums and brown discounts in real estate markets based on energy performance certificates.

EBA 2021 Policy Research Workshop final remarks summarizing key discussions on post-COVID banking challenges, including financial stability, digital transformation, climate risk pricing, profitability, and competition in the evolving financial sector.

EBA Chair José Manuel Campa’s 2021 Policy Research Workshop welcome speech – explores post-pandemic banking sector challenges, including digital transformation, operational resilience, NPL management, profitability, and regulatory responses like DORA and CRR quick fixes.

EBA Policy Research Workshop keynote by BIS Economic Adviser Hyun Song Shin analysing the 'Covid insolvency wave' gap, comparing bankruptcy trends, credit provision to loss-making firms, and economic impacts of Covid-19 versus the Global Financial Crisis across G20 economies.

EBA 2021 Policy Research Workshop paper analysing banks' role in liquidity insurance vs. credit provision during COVID-19, comparing credit line drawdowns to historical crises and regulatory assumptions like the Liquidity Coverage Ratio (LCR).

EBA Research Workshop discussion by Prof. Rym Ayadi analysing COVID-19’s impact on bank lending, credit line drawdowns, and financial stability, using U.S. and international data to assess policy implications for monetary policy and stress testing.

EBA 2021 research assessing the impact of macroprudential measures, including capital buffer releases, on credit procyclicality and household lending during the Covid-19 pandemic in Europe.

Danmarks Nationalbank discussion on a 2021 EBA workshop study assessing the impact of macroprudential capital buffer releases during COVID-19 on household credit growth, using synthetic control methods across multiple countries.

EBA Research Workshop presentation by Oesterreichische Nationalbank (OeNB) analysing a structural corporate insolvency model to predict sectoral Austrian insolvencies during COVID-19, assessing policy measures' impact on banking stress tests and fiscal costs.

EBA 2021 Policy Research Workshop discussion on a structural corporate insolvency model predicting sectoral Austrian insolvencies during COVID-19, assessing policy measures' efficiency using simulated firm-level data and Monte Carlo methods.

EBA keynote presentation by Anil K Kashyap analysing financial sector disruption, focusing on cryptocurrencies, cross-border payments, and stability implications, while examining regulatory, cost, and network effects driving innovation in banking.

EBA Policy Research Workshop keynote by Anil Kashyap examining financial sector disruption, analysing when innovation transforms markets, assessing cryptoassets, regulation, and network effects, and evaluating risks to financial stability.

EBA Policy Research Workshop paper analysing the impact of bank branch closures on interbank competition, lending, and interest rates in Italy, the Eurozone, and the US, with empirical evidence on informational asymmetries and small business financing.