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corporate disclosure. This paper focuses on the latter. Against the background of the significant financial flows needed to … for inaccurate disclosure. In addition, accurate data are important for central bank operations because they can ensure … regulatory framework for sustainability disclosure is effective in combating greenwashing. Any future regulation aimed at …
Persistent link: https://www.econbiz.de/10015432176
disclosure is required under Pillar 3 of the Basel framework on banking supervision. The aim of the framework is to promote …, limit and price their risk-taking to safeguard financial stability. The disclosure of supervisory data is therefore a public … interlinkages between supervisory reporting and Pillar 3 disclosure, compliance with BCBS Core Principle 10 (CP 10) on supervisory …
Persistent link: https://www.econbiz.de/10015199470
Since the March 2023 banking turmoil, a policy debate has emerged concerning the unprecedented scale and speed of the observed deposit outflows. Have recent stress episodes and developments in technology structurally changed depositors' behaviour? Are the Basel III liquidity coverage ratio (LCR)...
Persistent link: https://www.econbiz.de/10015199501
This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for new NPLs set out in the Addendum to the ECB's NPL...
Persistent link: https://www.econbiz.de/10013480187
This paper proposes a methodology for measuring the macroprudential policy stance based on a distance-to-tail metric perspective. This approach employs a large-scale semi-structural model reflecting the dynamics of 91 significant euro area banks and 19 euro area economies and is presented...
Persistent link: https://www.econbiz.de/10013480190
paper gives an overview about potentially problematic disclosure practices with regards to their net-zero commitments. It … of comparable international rules on climate disclosure and the introduction of transition plans, as envisaged and partly …
Persistent link: https://www.econbiz.de/10014476321
The 2019 revision to the Capital Requirements Directive allowed the systemic risk buffer to be applied on a sectoral basis in the European Union. Since then an increasing number of countries have implemented the new tool, primarily to address vulnerabilities in the residential real estate...
Persistent link: https://www.econbiz.de/10014565174
This paper provides an overview of stress-testing methodologies in Europe, with a focus on the advancements made by the European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST played a pivotal role in refining stress-testing...
Persistent link: https://www.econbiz.de/10014565176
This paper explores the relationship between banks and stablecoins and their issuers, focusing on the mechanical effects on banks' capital and liquidity ratios when issuing stablecoins or collecting deposits from stablecoin issuers. The analysis reveals that converting retail deposits into...
Persistent link: https://www.econbiz.de/10015051870
On 24 November 2015, the European Commission published a proposal to establish a European Deposit Insurance Scheme (EDIS). The proposal provides for the creation of a Deposit Insurance Fund (DIF) with a target size of 0.8% of covered deposits in the euro area and the progressive mutualisation of...
Persistent link: https://www.econbiz.de/10011972271