EBA-affiliated study analysing how interest rates and capital requirements impact the performance of different bank business models (commercial, universal, trading) from 2005–2016, highlighting non-linear effects and crisis resilience benefits of higher capital buffers.
EBA 2018 policy research analysing how the European Banking Union acts as a shock absorber in regional financial crises, comparing EU and US responses to localized shocks like Ireland, Spain, and Florida.
Danmarks Nationalbank presentation at the 2018 EBA Policy Research Workshop analysing country heterogeneity in capital buffer calibration for Other Systemically Important Institutions (O-SIIs) and assessing EU-wide consistency in buffer setting guidelines.
EBA workshop presentation analysing legal and prudential barriers to banking sector integration in the Euroarea, focusing on CRR options, SSM Regulation, ECB guidelines, and intra-group exposures under EU law.
EBA 2018 workshop paper analysing EU sovereign-bank network risks, home bias in bank sovereign holdings, and the impact of diversification requirements on tail risk in major EU banks' portfolios.
EBA Policy Research Workshop 2018 discussion by Banco de Portugal on regulatory reforms for euro area banks' sovereign bond holdings – analysing price-based vs quantity-based tools to reduce concentration and credit risk, and their impact on portfolio adjustments and capital requirements.
EBA 2018 workshop paper analysing how interest rates and capital requirements affect bank performance across business models (commercial, universal, trading) in OECD countries, with findings on crisis resilience and profitability differences.
EBA analysis by Marco Lombardi and co-authors examining why bank lending rates diverged from policy rates post-2008 financial crisis, focusing on the impact of bank funding costs and breakdown in rate relationships.
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.
Study by University of Bristol analysing cross-border credit supply effects of Belgium’s Allowance for Corporate Equity (ACE) – examines how tax policy reducing debt tax benefits impacts bank capitalization, liquidity creation, and portfolio adjustments under EBA regulatory frameworks.