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Factors affecting regional bank health and supervisory rating : an exploration

Duffy, Denise; Haubrich, Joseph Gerard; Healy, Christopher - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618932

Bank macroprudential policies and borrower ESG performance

Cui, Jie; Haq, Mamiza; Ongena, Steven; Tan, Eric K. M. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609765

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Bank macroprudential policies and borrower ESG performance

Cui, Jie; Haq, Mamiza; Ongena, Steven; Tan, Eric K. M. - 2026

Book / Working Paper

Artificial intelligence and risk-taking in banking

Drăgan, Tudor-Andrei; Jiang, Wenjing; Nistor, Simona; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609792

Regulatory responses to the financial stability implications of stablecoins

Bindseil, Ulrich - 2026 - Final version: 11 February 2026

In essence, the currently large stablecoins are electronic money issued by narrow balance sheet vehicles into a distributed ledger (or a "programmable platform"). Many believe that they will have significant success as a new form of money. Members of the current US administration expect that US...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610715

Synthetic risk transfers

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611480

Good Practices in Cyber Risk Regulation and Supervision

Gaidosch, Tamas - 2026

The paper synthesizes global experiences and key lessons in the regulation and supervision of cyber risk in the financial sector. It draws on the IMF’s financial stability surveillance and technical assistance work. It underscores the increasing frequency and complexity of cyber threats. These...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612952

Passive investors and loan spreads

Adler, Konrad; Dörr, Sebastian; Zhu, Xingyu - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613790

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Passive investors and loan spreads

Adler, Konrad; Doerr, Sebastian; Zhu, Sonya - 2026

Book / Working Paper

Disentangling the "shadow banking" metaphor

Labat Moles, Héctor - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604801

Synthetic, but how much risk transfer?

Osberghaus, Alex; Schepens, Glenn - 2026

Banks use synthetic risk transfers (SRTs) to offload potential losses in their loan portfolios to non-bank investors while retaining the loans on their balance sheets. We investigate this trillion-euro market using transaction-level data from the euro area, the largest SRT market, and highlight...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626666

What needs to be done to improve the efficiency of the resolution framework of the banking union

Restoy, Fernando; Walters, Ruth - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628193

One market, one supervision : rethinking the supervisory landscape for a truly integrated capital market in Europe

Carmassi, Jacopo; Dumora Lemair, Olivier; Evrard, Johanne; … - 2026

This paper provides an evidence-based assessment of the EU supervisory landscape by combining a comprehensive mapping of supervisory models and authorities with an analysis of capital market players across key sectors, including market infrastructures, asset management, and crypto-asset service...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628826

Disciplining digital risk : evidence from cyber stress tests

Abidi, Nordine; Gambacorta, Leonardo; Kok Sørensen, … - 2026

Investment in cybersecurity in an interconnected banking system has public-good properties: positive externalities can generate systemic underinvestment. Using confidential supervisory data from the European Central Bank, we first identify "laggard" European banks that underinvest relative to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015640959

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Disciplining digital risk : evidence from cyber stress tests

Abidi, Nordine; Gambacorta, Leonardo; Kok Sørensen, … - 2026

Book / Working Paper

Disciplining digital risk : evidence from cyber stress tests

Abidi, Nordine; Gambacorta, Leonardo; Kok Sørensen, … - 2026

Book / Working Paper

The role of judgement in supervisory scores and additional capital requirements assigned to banks

Bobeică, Gabriel; Oprică, Silviu - 2026

We empirically analyse the role of judgement in assigning overall scores by the euro area supervisors as part of the yearly Supervisory Review and Evaluation Process (SREP), which evaluates banks' risks and sets supervisory actions. We also analyse its role in shaping the drivers of the Pillar 2...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641464

CBDC’s design implications for financial stability

Ponce, Jorge; Taroco, Santiago - 2026

This paper investigates the financial stability implications of introducing a central bank digital currency (CBDC) using an extension of the classical Diamond and Dybvig (1983) model. We analyze two key concerns associated with CBDCs: their potential to foster disintermediation of commercial...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643938

Effectiveness of supervisory activities in mitigating banks' commercial real estate risk

Jo, Jae Hyun; Demartis, Stefano; Palligkinis, Spyros - 2026

We assess the effectiveness of supervisory activities in mitigating credit risk stemming from banks' commercial real estate portfolios. We analyse two activity types deployed by European banking supervisors: (a) on-site inspections, which assess in depth banks' risk-taking and internal controls,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015655791

From custody to community : post-release supervision and re-offending

Gehrsitz, Markus; Grant, Sam; McIntyre, Stuart - 2026

Many criminal offenders are managed in the community. We combine a natural experiment with administrative data from England and Wales to assess a key community correctional policy: post-release supervision. We find that supervision reduces re-offending in the first four weeks after prison...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015656188

Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650600

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Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2019

Book / Working Paper

Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2019

Book / Working Paper

Bank regulation and the rise of nonbank intermediation

Brunetti, Celso; Frei, Christoph - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653205

Understanding the banking sector capital framework in the European Union

Dzezulskis, Skirmantas; Libertucci, Massimo; McPhilemy, … - 2026

This paper describes and evaluates the European Union (EU) banking sector capital framework, focusing on how the international standards set by the Basel Committee on Banking Supervision have been implemented within the EU. Using granular supervisory data for significant institutions under the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015636151

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015574503

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Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2026

Book / Working Paper

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024

Book / Working Paper

How severe are European regulatory stress test scenarios? : a probabilistic calibration for the euro area

Dallari, Pietro; Gattini, Luca - 2026

This paper applies the Growth-at-Risk (GaR) framework to assess downside risks to euro area GDP growth, and it examines its usefulness for stress testing. Supervisory stress-test scenarios are often criticized for being either too mild or implausibly severe, raising questions about calibration....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560826

Bank valuation and macroprudential capital buffers

Cuijpers, Eric - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668638

Lending in a crisis under model-based regulation

Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015665689

CyRISK : a capital shortfall measure of cyber risk in the financial system

Eling, Martin; Häusle, Niklas; Irresberger, Felix; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015665616

Structure and resolution in banking : are they substitutes?

Duncan, Alfred; Nolan, Charles - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015665671

The single supervisory mechanism, loan growth vs. volatility, and granular risk spillovers

Baum, Helena; Ludolph, Melina; Tonzer, Lena - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675313

Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672935

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Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Book / Working Paper

Data-driven supervision and the reduction of supervisory burden : a conceptual and operational framework for national competent authorities

Gentilini, Andrea - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675072

Data-driven supervision in a decentralised supervisory environment

Gentilini, Andrea - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675117

Liberalisation and financial crises in the postwar OECD

Barrell, Ray; Bernard, Shama; Karim, Dilruba; Liadze, Iana - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676185

From regulatory risk to systemic risk : the role of green FinTech in financial stability

Kálmán, János - 2026

Green fintech operates at the intersection of sustainable finance, digital innovation, and financial-sector risk governance. It promises to improve the allocation of capital toward environmentally sustainable activities by lowering information costs, scaling disclosure tools, automating...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676733

Transformed intermediation : credit risk to NBFIs, liquidity risk to banks

Acharya, Viral V.; Cetorelli, Nicola; Tuckman, Bruce - 2026

We argue that the rapid asset growth of nonbank financial intermediaries (NBFIs) relative to banks is the outcome of transformations of risks between banks and NBFIs that increase the interconnectedness of the two sectors. These transformations are consistent with avoiding tighter, post-GFC bank...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015564039

Bank failures : the roles of solvency and liquidity

Correia, Sergio; Luck, Stephan; Verner, Emil - 2026

Bank failures can stem from runs on otherwise solvent banks or from losses that render banks insolvent, regardless of withdrawals. Disentangling the relative importance of liquidity and solvency in explaining bank failures is central to understanding financial crises and designing effective...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604668

State-issued stablecoins and financial stability : regulatory fragmentation and risks for the U.S. banking system

Caresana, Andrea - 2026

Recent US stablecoin legislation has introduced a significant shift in American monetary federalism by permitting state-issued stablecoins under a federal exemption regime. This article examines whether state-level experimentation in digital currencies enhances financial innovation or risks...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070027

Acting under uncertainty - the case for supervisory risk appetite frameworks

Balan, Monica; Zamil, Raihan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016074023

On the comparison of capital requirements for global systemically important banks

Baudino, Patrizia; Beissinger, Jonathan; Corrias, Renzo; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016074039

European (eu) capital markets law at (close to) 50 : historical evolution and missing elements

Gortsos, Christos V. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070748

Green in the shadow : the information view on green banking regulation

Martino, Edoardo; Parchimowicz, Katarzyna - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070759

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Green in the shadow : the information view on green banking regulation

Martino, Edoardo; Parchimowicz, Katarzyna - 2026

Book / Working Paper

Neo-conglomerates and EU regulatory perimeter challenges : state of play and evaluation of policy options

Athanassiou, Phoebus; Czák-Ludwig, Stephanie; Di … - 2026

This paper examines the implications of the provision, in the European Union, of bank-like services, including payment services, by large non‑bank groups (i.e. groups that do not comprise entities with a banking licence), and evaluates policy options to address the emergence of so-called...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016061038

The impact of the single supervisory mechanism on European banks : micro evidence form a decade of data

Perniola, Tommaso - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016062498

Climate risk's assimilation in bank regulation : law's internal dialogue amidst uncertainty

Ramos Muñoz, David - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070694

Is bank supervision fit for purpose?

Tarullo, Daniel K. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081806

Report on simplification of EU financial law

Gortsos, Christos V.; Annunziata, Filippo; Ramos … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070703

Operationalising FinTech-related systemic risks : an evidence-mapped Macroprudential Integration Framework (FMIF)

Kálmán, János; Lapsánszky, András - 2026

Digital finance is reshaping financial intermediation through platform-based credit, stablecoin-based payment and settlement arrangements, and a rapidly deepening reliance on critical third-party technology providers. Existing international frameworks identify many of these vulnerabilities, but...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064033