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).
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.
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.
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.
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.
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.
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.
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.
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.
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
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.
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.
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.
Opinion on improving decision-making for supervisory reporting (EBA-Op-2017-03)
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01)
Mapping template LCR disclosure vs LCR supervisory reporting
Securities and Markets Stakeholder Group (SMSG) advice to ESMA and EBA on draft guidelines for assessing suitability of management body members and key function holders under CRD IV and MiFID II, addressing proportionality, collective suitability, and alignment with national laws and governance models.