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Slides - Discussant - Valerie De Bruyckere EBA

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.

EBA Policy Research Workshop presentation by the National Bank of Hungary analysing Hungarian mortgage loan demand using a discrete choice framework, covering methodology, results, and policy implications.

EBA workshop presentation analysing the impact of the Federal Reserve's 2015 interest rate hike on consumer credit markets and online lending, using high-frequency data to assess macroeconomic shock effects.

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.

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