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