Study by Banco de Portugal assessing the effectiveness of macroprudential capital buffer releases (CCyB, SyRB, O-SII) during the Covid-19 pandemic in mitigating credit procyclicality for households and small businesses across European countries.
Oesterreichische Nationalbank study presenting a structural corporate insolvency model to forecast sectoral insolvency rates in Austria, assessing COVID-19 pandemic impacts and the effectiveness of government mitigating measures like grants, credit guarantees, and payment deferrals.
EBA-related study analysing whether physical or transition climate risks are reflected in U.S. stock prices, using textual analysis of climate news (2000-2018) to identify risk factors linked to natural disasters, global warming, and climate policy, with findings on investor hedging of transition risks.
Study analysing how the EU Emission Trading System (phase III) affects loan spreads for polluting firms, finding a 25% decrease in financing costs post-2013 due to low permit prices and firms' permit storage strategies, undermining CO2 reduction goals.
EBA-backed meta-analysis quantifying the 8.67% 'green premium' for energy-efficient residential properties in Europe, assessing climate-related risks in mortgage portfolios and the impact of Energy Performance Certificates (EPC) on property valuation under prudential frameworks.
European Commission letter informing the European Parliament and Council about delays in adopting regulatory technical standards under the Sustainable Finance Disclosure Regulation (SFDR), deferring application to 1 January 2023 and adjusting disclosure deadlines for principal adverse impacts on sustainability.
European Banking Authority (EBA) record detailing personal data processing for contact lists and meetings organized by its Prudential Regulation and Supervisory Policy Department, covering data categories, retention, security measures, and compliance with EUDPR under Article 31 of Regulation (EU) 2018/1725.