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This European Central Bank (ECB) publication - Stress Test Analytics for Macroprudential Purposes in the euro area (STAMP€) - offers a suite of analytical tools for those interested in stress-testing frameworks and has been developed by ECB staff over the past few years.
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This book is a collection of the proceedings of the ECB Legal Conference "From Monetary Union to Banking Union, on the way to Capital Markets Union: new opportunities for European integration", hosted by the European Central Bank on 1 and 2 September 2015. One of the main objectives of this...
Persistent link: https://www.econbiz.de/10015296462
Macroprudential policy can comprise a broad range of issues and topics. This is clearly reflected in the second issue of the ECB's Macroprudential Bulletin. The Bulletin starts with the macroprudential effects of the EU-wide bank stress testing exercise. The first chapter of the Bulletin...
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The results of this paper provide empirical evidence that regulatory capital ratios drive bank Credit Default Swaps (CDS) and that markets react more to changes in capital requirements if implemented via direct adjustments to Pillar 1 risk weights than imposed as a percentage of Risk-Weighted...
Persistent link: https://www.econbiz.de/10015321193
The Administrative Board of Review (ABoR) is a body of the ECB that carries out reviews of the institution's supervisory decisions. An administrative review may be requested by any person or legal entity directly affected by an ECB supervisory decision. The ABoR members are independent external...
Persistent link: https://www.econbiz.de/10015321640
The Administrative Board of Review (ABoR) is a body of the ECB that carries out reviews of the institution's supervisory decisions. An administrative review may be requested by any person or legal entity directly affected by an ECB supervisory decision. The ABoR members are independent external...
Persistent link: https://www.econbiz.de/10015321641
The shift in the interest rate environment has helped less significant institutions (LSIs) to improve profitability and capital levels over the past two years thanks to higher net interest margins. At the same time, there are persistent issues in parts of the LSI sector, such as pressure to...
Persistent link: https://www.econbiz.de/10015322291
Since its inception nearly a decade ago, the annual European System of Central Banks (ESCB) Legal Conference has become a vital forum for legal scholars, practitioners, supervisors, and central bankers. The 2024 edition of the ESCB Legal Conference builds on this tradition by addressing key...
Persistent link: https://www.econbiz.de/10015322308