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Professional Workshop Roberto Nygaard.pdf
Professional Workshop Søren Korsgaard.pdf
Session I Stefan Schmitz.pdf
EBA-IMF colloquium presentation by Oesterreichische Nationalbank on enhancing stress tests with macroprudential elements, covering solvency-liquidity interactions, funding costs, and feedback effects between shocks, lending, and economic growth (2017).
Session I Maral Shamloo.pdf
IMF-EBA joint colloquium presentation on a stress testing tool integrating liquidity and solvency risks to model bank runs and funding stress, addressing gaps in existing approaches and differentiating bank fundamentals.
Session V Robert Bichsel.pdf
EBA-IMF colloquium presentation on stress testing and macroprudential policy, focusing on interest rate risk in low-rate environments, methodology design for non-linearities, and scenario calibration for bank resilience and monetary policy assessment.
Professional Workshop Elizaveta Danilova.pdf
EBA workshop presentation by Elizaveta Danilova analysing 2017 stress-test results for Russia’s mortgage market, covering top banks, LTV/PTI loan risks, macroeconomic scenarios, and capital adequacy impacts under adverse conditions.
Session V Eric Wong.pdf
EBA-IMF colloquium presentation by Hong Kong Monetary Authority analysing how loan-to-value (LTV) policy caps strengthen bank resilience to property price shocks, focusing on household leverage, credit growth, and default risk under macro stress scenarios.
Session II Dale Gray.pdf
IMF presentation on systemic risk analysis in banking and sovereign sectors using Contingent Claims Analysis (CCA), macro-financial feedback loops, agent-based modeling, and solvency/liquidity models to assess credit channel impacts and economic activity.
Professional Workshop Tomiyuki Kitamura.pdf
Bank of Japan’s 2017 macro stress testing framework – evaluates resilience of 371 financial institutions (including major and regional banks) to systemic risks, publishes aggregate results semiannually in the Financial System Report, and supports financial stability communication.
Session II Olivier de Bandt.pdf
EBA-IMF colloquium presentation by Olivier de Bandt (ACPR) on stress testing advancements, covering financial network contagion modeling, behavioral responses, bank-insurance interconnections, and applications to EBA stress tests with liquidity shock extensions (2017).
Session VI Mario Quagliariello.pdf
EBA and IMF joint colloquium presentation by Mario Quagliariello exploring key debates on stress testing design, including pass/fail criteria, transparency risks, model reliability, scenario credibility, and risk coverage for EU and US banks.
EBA issues revised list of ITS validation rules
The European Banking Authority (EBA) issued today a revised list of validation rules in its Implementing Technical Standards (ITS) on supervisory reporting, highlighting those which have been deactivated either for incorrectness or for triggering IT problems. Competent Authorities throughout the EU are informed that data submitted in accordance with these ITS should not be formally validated against the set of deactivated rules.
EBA publishes Opinion on transitional arrangements and credit risk adjustments due to the introduction of IFRS 9
The European Banking Authority (EBA) published today an Opinion addressed to the European Commission, Parliament and Council and to all competent authorities across the EU on transitional arrangements and credit risk adjustments to mitigate the effect of the accounting standard IFRS 9 on prudential ratios. The EBA supports the progressive recognition of the initial impact of IFRS 9 from 1 January 2018 until 2021.
Public meetings - Andrea Enria - Oct - Dec 2016.pdf
Public meetings - Andrea Enria - Oct - Dec 2016
2016-11-28 Review Altunbas et al 2016.pptx
2016-11-28 Koziol Wo do borrowers borrow from.pptx
Berg, Brinkmann, Koziol, 2016, Who do borrowers borrow from Evidence from multi-bank relationships.pdf
Deutsche Bundesbank discussion paper analysing determinants of bank lending decisions in multi-bank relationships, focusing on diversification, internal probability of default estimates, and relationship scope using German credit registry data.
EBA calls for improvements to decision-making framework for supervisory reporting requirements
The European Banking Authority (EBA) issued today an Opinion to the European Parliament, Council and Commission proposing that the decision-making framework for adopting supervisory reporting requirements be made more efficient and fit-for-purpose by replacing the Commission’s Implementing Technical Standards (ITS) with decisions adopted directly by the EBA.
EBA publishes final guidelines on LCR disclosure
The European Banking Authority (EBA) published today its final Guidelines on liquidity coverage ratio (LCR) disclosure. These Guidelines provide harmonised disclosure templates and tables for LCR disclosure and aim at improving transparency and comparability of LCR and other liquidity risk management related information.