ECB study analysing interest rate risk distribution in the European banking sector, covering cross-country exposure variations, mortgage market impacts, hedging via derivatives, and policy implications for monetary transmission and financial stability.
Central Bank of Ireland analysis on post-crisis shifts in international bank flows and business models, assessing reduced cross-border activity, increased domestic focus, and regulatory impacts on euro area banks' resilience and risk-sharing within the Banking Union.
EBA study analysing country heterogeneity in capital buffer calibration for Other Systemically Important Institutions (OSIIs), modelling buffer assignment as a Nash bargaining problem and quantifying €83bn in additional capital requirements across 186 European banks under Basel III rules.
EBA 2018 workshop paper analysing determinants and effects of bank business model migrations in Europe post-financial crisis, focusing on sustainability, risk profiles, and implications for the Supervisory Review and Evaluation Process (SREP).
EBA Research Workshop presentation by Sam Langfield and Spyros Alogoskoufis analysing the bank-sovereign 'doom loop' risk – examines empirical data, simulation models, and policy implications to address systemic financial instability between banks and sovereign debt.
Analysis from the 2018 EBA Research Workshop discussing a model to estimate banks' loss-absorbing capacity, focusing on capital requirements, resolution strategies, and asset shock impacts under EU banking regulations.
EBA workshop presentation analysing country heterogeneity in capital buffer calibration for Other Systemically Important Institutions (O-SIIs), covering methodology, buffer assignment, and empirical findings from 2018 research by Oesterreichische Nationalbank.
EBA 2018 workshop presentation analysing euro area bank risks and liquidity dynamics during the financial crisis, including ECB interventions, interbank market contraction, and impacts on funding structures and asset profitability.
EBA workshop discussion on interest rate risk in European banks – analyses redistributive effects, hedging practices, and exposure variations across countries and business models using 2015 balance sheet and derivatives data.
BIS working paper analysing why bank lending rates in Europe diverged from central bank policy rates post-financial crisis, focusing on the impact of rising bank funding costs and stable interest rate pass-through across eleven countries.
ECB and ESRB research presentation analysing euro area banks' exposure to interest rate risk using supervisory balance sheet and derivatives data, covering monetary policy and financial stability implications from the 2018 EBA Policy Research Workshop.
EBA 2018 workshop presentation analysing how interest rates and capital requirements impact banks’ business models and performance, using econometric data to assess risks and policy implications for EU banking sector stability.
EBA Research Workshop discussion by Bank of Greece on why bank lending rates diverged from policy rates post-financial crisis, analysing funding costs, monetary policy transmission, and structural shifts in 2018.
EBA 2018 research presentation analysing the impact of potential EU diversification requirements on sovereign bond portfolio risks for European banks, using EBA stress test data to assess exposure limits, risk reduction, and crisis resilience.
Monika Marcinkowska’s discussion on the paper 'Bank capital structure: A story of internationalization and business model' – analysing how internationalization impacts bank risk, performance, and balance sheet structure, with implications for systemic risk and regulatory frameworks.
European Banking Authority (EBA) Board of Supervisors meeting minutes from October 2018 covering member updates, Mediation Panel appointments, risk analysis on EU banks' emerging market exposures, and equivalence assessments for Argentina, Serbia, and South Korea under CRR/CRD frameworks.
Analysis by Sonny Biswas discussing post-crisis evolution of bank business models, cross-border lending trends, and the prolonged retrenchment of EU banks, based on Herzberg and McQuade’s research on global systemically important banks (G-SIBs).
EBA 2018 Policy Research Workshop discussion paper by Cyril Pouvelle (ACPR) analysing bank liquidity risks and central bank responses during the euro area financial crisis, using interbank market data to model liquidity shocks and buffer calibration.
EBA guidelines establishing harmonised interpretation of simple, transparent, and standardised (STS) criteria for asset-backed commercial paper (ABCP) securitisation under Regulation (EU) 2017/2402, covering transaction-level and programme-level requirements to ensure consistent application across the EU securitisation framework.
EBA guidelines establishing harmonised interpretation of simplicity, transparency, and standardisation (STS) criteria for non-ABCP securitisation under Regulation (EU) 2017/2402, ensuring consistent application across originators, investors, and authorities to support the EU securitisation framework effective January 2019.