The European Systemic Risk Board was established in the wake of the global financial crisis as the authority … decade, the European Systemic Risk Board’s activity has been marked by the challenges posed by the operationalisation of the …’s withdrawal from the European Union and the outbreak of the COVID-19 global pandemic. During this period, the European Systemic …

sample of listed European banks, we demonstrate that capital requirements for SIIs effectively reduce the perceived systemic … risk of these institutions, which we proxy with the SRISK indicator in Brownlees and Engle (2017). We also study the impact … of the adjustment mechanisms that banks use to comply with SII buffer requirements and their contribution to systemic …

and the wider economy. In this respect, the systemic risk buffer (SyRB) is a fairly flexible macroprudential instrument …

and the wider economy. In this respect, the systemic risk buffer (SyRB) is a fairly flexible macroprudential instrument …

institutional reforms stemming from the creation of the European Systemic Risk Board in 2010 and the start of the Single Supervisory …

against systemic risk and to prevent the excessive accumulation of such risk. This paper focuses on the effects of this policy …