Study by Norwegian School of Economics analysing the U-shaped relationship between banking competition and risk, using Norwegian bank data to show how concentration and interest margins influence non-performing loan rates and financial stability.
EBA Research Workshop presentation analysing mortgage risk specialisation under Basel II, focusing on residential mortgage market risks, capital requirement heterogeneity, and post-crisis regulatory impacts.
EBA Research Workshop presentation by Bank of England’s Nicola Garbarino analysing EU banks’ interconnectedness with shadow banking entities using new EU-wide exposure data to assess systemic risks.
EBA workshop presentation by Prometeia analysing the sustainability of European banks' business models, covering regulatory frameworks, data methodology, performance analysis, and peer group identification under 21st-century challenges.
ECB discussant Klaus Düllmann presents findings on mortgage risk specialization under Basel II, analyzing how IRB models influence bank pricing, loan portfolio shifts, and regulatory cost pass-through at the 2016 EBA Policy Research Workshop.
EBA Research Workshop 2016 presentation by Massimiliano Rimarchi analysing key drivers of peer-to-peer lending expansion in US counties, including bank weakness, market structure, and socio-economic factors, based on Prosper and Lending Club data.
Central Bank of Hungary research paper estimating demand in the Hungarian mortgage loan market using a conditional logit model on credit registry data, analyzing consumer choices, interest rate sensitivity, and constraints shaping borrowing decisions.
Study analysing how Basel II’s internal models vs. standardised approach for mortgage risk weights led to risk specialisation and systemic concentration of high-risk mortgages in UK lenders with less sophisticated risk management, impacting capital framework design.
EBA workshop presentation analysing how competition among Norwegian banks influences loan portfolio risk-taking over 23 years, assessing stability impacts and franchise value effects under the competition-fragility hypothesis.
EBA guidelines specifying corrections to modified duration calculations for debt instruments under Regulation (EU) 575/2013 to account for prepayment risk, applicable to competent authorities and financial institutions for own funds requirements under the standardized approach.
Letter to O Guersent, re Request for revised deadlines in the CRR for the delivery of draft technical standards
The European Supervisory Authorities (ESAs) have published their response to the European Commission on the amendments the Commission proposes to make to the draft regulatory technical standards (RTS) on key information documents (KIDs) for packaged retail and insurance-based investment products (PRIIPS).
Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24)
The European Banking Authority (EBA) published today its Report on cyclicality of banks’ capital requirements aiming at clarifying whether risk-sensitive bank capital requirements as laid down in the Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD) create unintended pro-cyclical effects by reinforcing the endogenous relationships between the financial system and the real economy. This report, which has been drafted in close cooperation with the European Systemic Risk Board (ESRB) and the European Central Bank (ECB) is in response to a request by the European Commission to understand whether CRDIV/CRR requirements exert significant effects on the economic cycle and, if so, whether any remedial measures are justified. In addition, this Report may inform the European Commission’s currently ongoing reviews of the EU micro- and macro-prudential frameworks and could serve as a valuable complementary contribution to the global discussions about the bank capital regulatory framework.