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BSG reponse to Consultation Paper on Supervision of significant branches (EBA CP 2016 24 ) - 20 March 2017

Minutes

BSG response to Joint Discussion Paper (JC 2016 86) - 17 March 2017

EBA working paper analysing cross-border and cross-sector linkages between EU banks and shadow banking entities, assessing systemic risk exposure, contagion channels, and macroprudential monitoring challenges, with a focus on non-EU entities like US-domiciled institutions.

EBA and ESRB research paper mapping financial linkages between EU banks and shadow banking entities to assess systemic risks, cross-border spillovers, and interconnectedness gaps revealed by the 2008 financial crisis.

EBA Opinion on measures in accordance with article 458 (EBA-Op-2017-04)

Notified O-SIIs to the EBA (2016)

EBA vacancy notice for a Seconded National Expert in retail banking and payments to support PSD2 implementation, consumer protection, and financial innovation monitoring under EU regulatory frameworks.

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.