EBA Policy Research Workshop keynote by BIS Economic Adviser Hyun Song Shin analysing the 'Covid insolvency wave' gap, comparing bankruptcy trends, credit provision to loss-making firms, and economic impacts of Covid-19 versus the Global Financial Crisis across G20 economies.
EBA 2021 Policy Research Workshop paper analysing banks' role in liquidity insurance vs. credit provision during COVID-19, comparing credit line drawdowns to historical crises and regulatory assumptions like the Liquidity Coverage Ratio (LCR).
EBA Research Workshop discussion by Prof. Rym Ayadi analysing COVID-19’s impact on bank lending, credit line drawdowns, and financial stability, using U.S. and international data to assess policy implications for monetary policy and stress testing.
EBA 2021 research assessing the impact of macroprudential measures, including capital buffer releases, on credit procyclicality and household lending during the Covid-19 pandemic in Europe.
Danmarks Nationalbank discussion on a 2021 EBA workshop study assessing the impact of macroprudential capital buffer releases during COVID-19 on household credit growth, using synthetic control methods across multiple countries.
EBA Research Workshop presentation by Oesterreichische Nationalbank (OeNB) analysing a structural corporate insolvency model to predict sectoral Austrian insolvencies during COVID-19, assessing policy measures' impact on banking stress tests and fiscal costs.
EBA 2021 Policy Research Workshop discussion on a structural corporate insolvency model predicting sectoral Austrian insolvencies during COVID-19, assessing policy measures' efficiency using simulated firm-level data and Monte Carlo methods.
EBA keynote presentation by Anil K Kashyap analysing financial sector disruption, focusing on cryptocurrencies, cross-border payments, and stability implications, while examining regulatory, cost, and network effects driving innovation in banking.
EBA Policy Research Workshop keynote by Anil Kashyap examining financial sector disruption, analysing when innovation transforms markets, assessing cryptoassets, regulation, and network effects, and evaluating risks to financial stability.
EBA Policy Research Workshop paper analysing the impact of bank branch closures on interbank competition, lending, and interest rates in Italy, the Eurozone, and the US, with empirical evidence on informational asymmetries and small business financing.
EBA 2021 Policy Research Workshop discussion by Cyril Pouvelle (ACPR) analysing the impact of bank branch closures on interbank competition, credit markets, and borrower relationships using empirical models and policy implications.
Analysis by ECB and EBA experts on euro area bank profitability using stress test data, assessing portfolio risks, unprofitability drivers under adverse scenarios, and financial stability impacts during the pandemic.
EBA Policy Research Workshop 2021 discussion on euro area bank profitability using EBA stress test data (2016–2021), analysing risk-adjusted returns across key portfolios and the impact of macroeconomic conditions on banking activities.
EBA Policy Research Workshop study analysing whether climate risks are reflected in US stock prices, using news-based proxies to assess market sensitivity and firm exposure to climate-related financial risks.
European Central Bank discussion on climate risk pricing in U.S. stocks, analysing whether physical and transition risks are reflected in stock prices using textual analysis and CAPM/APT regressions, presented at the EBA Policy Research Workshop 2021.
Study analysing how pollution permits under cap-and-trade systems impact financing costs for energy-intensive firms, with focus on loan spreads and bank lending practices by UniCredit, BNP Paribas, Barclays, and Société Générale.
European Commission corrigendum amending its July 2021 decision on responses to questions from European Supervisory Authorities regarding the application of the Sustainable Finance Disclosure Regulation (SFDR) to non-EU and subthreshold AIFMs under AIFMD.
European Commission corrigendum correcting mismatched Q&As under Article 16b(5) of the ESAs' founding regulations, addressing errors in answers related to Regulation (EU) 2019/2088 on sustainability disclosures.
European Banking Authority (EBA) privacy notice outlining how personal data is processed for access-to-documents requests under EUDPR and Regulation (EC) No 1049/2001, including data handling, retention, rights, and contact details.
Study by Banco de Portugal assessing the effectiveness of macroprudential capital buffer releases (CCyB, SyRB, O-SII) during the Covid-19 pandemic in mitigating credit procyclicality for households and small businesses across European countries.