Publications

EBA Workshop 2019 paper analyzing banks' strategic behavior under stress, introducing a stress test model with Basel III regulatory interactions, balance sheet dynamics, and systemic risk amplification or mitigation.

EBA 2019 policy research paper analysing banks' strategic behaviour under stress, assessing shock transmission, regulatory impacts (CCyB, CAR, LCR), and financial stability effects of oligopolistic structures and management actions in adverse conditions.

EBA workshop presentation by Prof. Rym Ayadi analysing the evolution of EU banking stress tests post-financial crisis, focusing on transparency, market confidence, and regulatory impacts on bank resilience and capital requirements.

Study by the Federal Reserve Board analysing how capital buffers from stress tests and Basel III CCyB impact bank lending, firm activity, and employment, using CCAR data and empirical approaches to assess regulatory effects.

Bank of Japan analysis at the 2019 EBA Policy Research Workshop examining how US Federal Reserve’s CCAR capital buffers impact bank lending and firm activity, assessing effects on debt, investment, and employment, and evaluating CCyB policy implications using stress-test results.

EBA 2019 workshop paper proposing a standardized framework for climate stress testing, focusing on transition risks in regulatory stress-tests, impact tolerance for economic decarbonization, and gaps in current supervisory approaches under Article 173.

Basel III reforms - Impact study and key recommendations – macroeconomic assessment, credit valuation adjustment and market risk

Policy advice on the Basel III reforms: credit valuation adjustment and market risk

EL - Sissy Papagiannidou CV

Presentation

Presentation

Compliance table

BSG letter on the ESA’s Review