EBA keynote speech at the 2024 IIF Colloquium on ESG challenges and opportunities for European banks – covering policy work on ESG risk management, climate stress-testing under the Fit-for-55 framework, and disclosure requirements for climate-sensitive exposures.
EBA final report on Regulatory Technical Standards (RTS) under CRR3 specifying methods to identify main risk drivers and classify long or short positions for calculating thresholds in market and counterparty credit risk under Articles 94, 273a, and 325a of Regulation (EU) No 575/2013.
EBA Banking Stakeholder Group (BSG) minutes from 15 October 2024 covering election of Chairperson and Vice-Chairpersons, updates on DORA implementation, EBA’s 2025 priorities, and key publications including reports on structured deposits, payment fraud, and consumer protection initiatives.
The European Banking Authority (EBA) today launched a public consultation on draft Regulatory Technical Standards (RTS) specifying the criteria according to which crypto-asset service providers (CASPs) should appoint a central contact point to ensure compliance with local anti-money laundering and countering the financing of terrorism (AML/CFT) obligations of the host Member State. This consultation runs until 4 February 2025.
EBA Research Workshop discussion on how hedge fund bargaining power influences bank lending terms and risk management, analysing granular loan data from MMSR, EBA, AnaCredit, and CSDB – presented by Petros Migiakis in November 2024.
EBA Policy Research Workshop 2024 discussion on macroprudential policy shocks, non-bank financial intermediation (NBFI), and systemic risk in Europe – analysing regulatory leakages and effectiveness of policies amid NBFI growth post-global financial crisis.
EBA Research Workshop 2024 presentation by Tiago Pinheiro (Banco de Portugal) analysing internal capital markets of multinational corporations, focusing on financial stability and observed practices in cross-border banking operations.
EBA Policy Research Workshop presentation analysing the impact of macroprudential policy shocks on non-bank financial intermediation and systemic risk in Europe, addressing gaps in traditional bank-focused regulations.
EBA Policy Research Workshop 2024 presentation analysing whether bank resolution reforms reduce Too-Big-To-Fail perceptions, covering empirical findings, funding cost distortions, and moral hazard impacts on financial stability.
EBA 2024 workshop presentation analysing how rising interest rates, collateral deterioration, and yield-seeking behaviour impact shadow banking risks, with a focus on asset-backed commercial paper (ABCP) markets and regulatory arbitrage.
Bank for International Settlements paper by Tirupam Goel at EBA Policy Research Workshop 2024 – analyses contagion risks from asset fire-sales, quantifying price impact and systemic risk implications based on market liquidity and portfolio overlaps.
European Central Bank and European Stability Mechanism analysis on supervisory capital add-ons for banks using Internal Ratings-Based (IRB) models – examines drivers, data, and implications for risk underestimation and capital requirements under the Single Supervisory Mechanism (SSM).
EBA Policy Research Workshop presentation by the Bank for International Settlements analysing the trade-off between bank efficiency and financial stability, examining regulatory impacts on systemic risks, too-big-to-fail reforms, and the economic costs of large bank failures.
ECB presentation at the 2024 EBA Policy Research Workshop analysing contagion risks from market price impact using a price-at-risk model, quantile regression, and system-level components to assess financial stability.
EBA Policy Conference 2024 paper analysing data protection challenges in the Digital Euro proposal, comparing privacy regimes of cash, digital currencies, and stablecoins, with a focus on anonymity and decentralisation.
EBA 2024 Policy Research Workshop discussion by Cyril Pouvelle (ACPR) analysing how liquidity shocks in bond ETFs holding illiquid corporate bonds transmit to underlying markets, focusing on fire sales, authorised participants' role, and policy implications.