This paper describes the Macroprudential Database (MPDB) of the European Central Bank (ECB), which is an important component of the ECB's Statistical Data Warehouse. After explaining the rationale for creating the MPDB, the paper illustrates how it supports the macroprudential analysis conducted...

In carrying out its banking supervision tasks as part of the Single Supervisory Mechanism (SSM), the European Central Bank (ECB) collects and disseminates data on significant and less significant institutions. To ensure harmonised supervisory reporting standards, the data are represented through...

Financial intermediaries may increase economic efficiency through intertemporal risk smoothing. However without an adequate regulation, intermediation may fail to do this. This paper studies the effects of a production shock in a closed economy and compares abilities of market-based and...

Banking regulators often practice forbearance and ambiguity in insolvency resolutions. The paper examines the effects of regulatory forbearance and ambiguity in a context of allocational efficiency. Bailouts, liquidations and their stochastic policy mix lead to suboptimal allocations if banks do...

The Consolidated Banking Data (CBD) are a key component of the ECB/ESCB statistical toolbox for financial stability analysis. This dataset, which contains all the relevant dimensions of systemic risk stemming from and affecting national banking systems, is compiled from firm-level supervisory...

"Big data" is becoming an increasingly important aspect of our daily lives as the digital sources of information and intelligence that it encompasses become more structured and more publicly available. These sources may enable the generation of new datasets providing high-frequency and timely...