EBA discussion paper on integrating ESG risks into banking risk management and supervision – covers definitions, transmission channels, indicators, supervisory tools, and policy recommendations for environmental, social, and governance factors.
EBA Chairperson Jose Manuel Campa’s November 2020 public meeting register covering discussions on ESG reporting, COVID-19 banking regulation, corporate governance, fintech risks, and EU financial supervision integration with stakeholders like IFRS Foundation and DFSA.
Banco de Portugal’s report on a blockchain experimentation using Hyperledger Fabric to explore securities lending, collaboration with De Nederlandsche Bank and Oesterreichische Nationalbank, and integration within central bank technology ecosystems.
EBA Policy Research Workshop presentation by Tarik Roukny and Marco D’Errico analysing compression techniques to reduce systemic risk in over-the-counter (OTC) derivatives and credit default swap (CDS) markets, using BIS data.
EBA Report on significant risk transfer (SRT) in securitisation transactions
ESAs Report on EMIR RTS on various amendments to the bilateral margin requirements in view of the international framework as well as on novations from UK to EU counterparties
EBA-linked research paper analysing basket-based stablecoins (Librae) vs single-currency stablecoins (Libra) to reduce foreign exchange volatility spillovers, focusing on optimal currency weights, remittance markets, and resilience during shocks like COVID-19.
EBA Policy Research Workshop presentation analysing basket-based stablecoins like Libra, their role in mitigating foreign exchange spillovers, risks to financial stability, and implications for monetary policy and digital payment innovation.
Presentation by Banco de Portugal at the 2020 EBA Policy Research Workshop on blockchain-based securities lending (Seclending Chain), covering trust mechanisms, experimentation, and achievements in distributed ledger technology.
Statistical Annex
Thematic note on moratoria and public guarantees
Speech
European Banking Authority keynote speech exploring digital money trends, including CBDCs, private digital currencies, and their impact on monetary policy, seigniorage, and financial sovereignty in the digital age.
Speech by Basel Committee Secretary General Carolyn Rogers at the 2020 EBA Policy Research Workshop on the role of research in shaping Basel frameworks, including Basel III reforms, macroprudential policies, and lessons from internal models, while highlighting future research priorities for banking regulation.
EBA analysis on digital currencies (CBDC and stablecoins) in financial networks – examines balance sheet impacts, funding risks, and network stability effects from deposit shifts, assessing systemic consequences for banks, households, and non-financial sectors under varying designs and timing.
EBA study analysing neobanks' profitability challenges, covering digitalisation, fintech innovation, and business models in the EU banking sector, with insights from ACPR's research on remote identity verification and digital platforms.
EBA-supported study analysing how pre-crisis IT adoption in US banks reduced non-performing loans by 10% during the 2007–2010 financial crisis, highlighting technology’s role in enhancing financial stability and loan performance.
Study analyzing how FinTech platforms influence mortgage lending by banks, focusing on competition, diversification, and automation in Switzerland. Examines banks' online pricing strategies, regional risk factors, and the impact of market concentration on credit offers between 2008 and 2013.
EBA-related study analyzing machine learning models for credit default prediction, comparing their performance with traditional methods like Logistic Regression. Evaluates predictive power, calibration, and regulatory capital savings under the IRB approach, highlighting economic benefits and supervisory challenges of ML adoption in banking.
Analysis by the Federal Reserve on the 2017 NotPetya cyberattack, examining its global spread through supply chains, economic impact on affected firms, and the role of bank credit in mitigating disruptions to revenues, trade credit, and investment.