Search Results - subject_exact:"Banking supervision"

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636151

Supervising Failing Banks

Correia, Sergio A.; Luck, Stephan; Verner, Emil - 2025

This paper studies the role of banking supervision in anticipating, monitoring, and disciplining failing banks. We document that supervisors anticipate most bank failures with a high degree of accuracy. Supervisors play an important role in requiring troubled banks to recognize losses, taking...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015508489

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Supervising failing banks

Correia, Sergio; Luck, Stephan; Verner, Emil - 2025

Book / Working Paper

Supervising failing banks

Correia, Sergio; Luck, Stephan; Verner, Emil - 2025

Book / Working Paper

Predicting bank distress in Europe : using machine learning and a novel definition of distress

Malikkidou, Despo; Strohbach, Wolfgang - 2025

This paper develops an early warning system for predicting distress for large European banks. Using a novel definition of distress derived from banks' headroom above regulatory requirements, we investigate the performance of three machine learning techniques against the traditional logistic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015185208

Who watches the watchdogs? : Central bank board members and banking supervisors in Switzerland (1907-2008)

Giddey, Thibaud - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515176

Bank lending implications of climate stress tests

De Cicco, Valentina; Gschossmann, Isabella; Kok … - 2025

Do climate stress tests affect bank credit supply to brown firms? Using a difference-in-differences approach and detailed data on individual bank loans in the euro area, this paper provides novel evidence on the effects of the ECB's 2022 climate risk stress test. Despite no capital implications...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550463

Climate stress tests, bank lending, and the transition to the carbon-neutral economy

Fuchs, Larissa; Ngyuen, Huyen; Nguyen, Trang; Schaeck, Klaus - 2024 - This version: 10.06.2024

We ask if bank supervisors’ efforts to combat climate change affect banks' lending and their borrowers’ transition to the carbon-neutral economy. Combining information from the French supervisory agency’s climate pilot exercise with borrowers' emission data, we first show that banks that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546249

Bank failure management in Greece : legal framework and role of the bank of greece

Chatzēemmanuēl, Chrēstos - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014529137

Climate supervisory shocks and bank lending : empirical evidence from microdata

Aiello, Maria Alessia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015145397

The impact of ECB banking supervision on climate risk and sustainable finance

Schreiner, Lena; Beyer, Andreas - 2024

This paper provides a first empirical analysis of the impact of the European Central Bank's (ECB's) climate-risk-related supervisory efforts on (i) climate risk exposure and related risk management of banks; and (ii) on the induced shifts in banks' portfolio choices with regard to additional...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015149561

Stylized facts on the quality of banking regulation in Latin America and the Caribbean

Celis, Carolina; Galindo Andrade, Arturo José; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130483

The rising tide of climate finance : scope to adjust prudential treatment

Noss, Joseph; Songwe, Vera; Yong, Jeffery - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211645

Central banks and climate change : main issues and perspectives

Esposito, Lorenzo - 2024

In the last decades, during the unfolding of momentous events, we saw the growing awareness of the need for a transition to a sustainable economy. The radical economic and social change will require the mobilization of colossal resources, and hence the alignment of the financial system to this...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359737

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Central banks and climate change: Main issues and perspectives

Esposito, Lorenzo - 2024

Article

Factors affecting regional bank health and supervisory rating : an exploration

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618932

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564039

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

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

Book / Working Paper

Bank macroprudential policies and borrower ESG performance

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609765

Artificial intelligence and risk-taking in banking

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

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610715

Synthetic risk transfers

2026

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612952

Passive investors and loan spreads

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613790

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604668

Disentangling the "shadow banking" metaphor

Labat Moles, Héctor - 2026

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628826

Disciplining digital risk : evidence from cyber stress tests

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665953

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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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656188

Banking regulation with risk of sovereign default

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

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015653205

Risky firms and fragile banks : implications for macroprudential policy

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

Persistent link: https://www.econbiz.de, 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

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015560826

Bank valuation and macroprudential capital buffers

Cuijpers, Eric - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668638

Lending in a crisis under model-based regulation

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

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665616

Structure and resolution in banking : are they substitutes?

Duncan, Alfred; Nolan, Charles - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665671

Evaluating the impact of dividend restrictions on euro area bank market values

Andreeva, Desislava Č.; Bochmann, Paul; Schneider, Julius - 2023

This paper evaluates the impact of the March 2020 European Central Bank recommendation that banks do not pay dividends or buy back shares on their market values. It documents a causal negative impact on bank share prices of around 7% during the two weeks following its announcement. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013553506

Designing stress tests for UK fast-growing firms and fintech

Pantos, Stavros - 2023

This paper captures advances in prudential regulation and supervision for challenger banks and fintech in the UK. It presents a critical analysis of the prudential supervisory approaches towards fintech. The focus is placed on fast-growing firms (FGFs), building on the review performed by the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014234326

The reverse revolving door in the supervision of European banks

Colonnello, Stefano; Koetter, Michael; Sclip, Alex; … - 2023

We show that around one third of executive directors on the boards of national supervisory authorities (NSA) in European banking have an employment history in the financial industry. The appointment of executives without a finance background associates with negative valuation effects....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014451363

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The reverse revolving door in the supervision of European banks

Colonnello, Stefano; Koetter, Michael; Sclip, Alex; … - 2022

Book / Working Paper

The Reverse Revolving Door in the Supervision of European Banks

Colonnello, Stefano; Koetter, Michael; Sclip, Alex; … - 2022

Book / Working Paper

Evaluation of prediction accuracy models for bankruptcy in Indonesian banks

Gunanto, Adi - 2023

This research aims to find the most accurate model for predicting bankruptcy in the Indonesian banking industry. The data used are secondary data in the form of financial reports from 2018 to 2022. The methodology includes hypothesis testing using normality, homogeneity, and one-way ANOVA tests....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014506642

Bank dividend restrictions and banks' institutional investors

Mücke, Christian - 2023

This paper studies the impact of banks' dividend restrictions on the behavior of their institutional investors. Using an identification strategy that relies on the within investor variation and a difference in difference setup, I find that funds permanently decrease their ownership shares at...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014308197

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Bank dividend restrictions and banks' institutional investors

Mücke, Christian - 2023

Book / Working Paper

What is the optimal capital ratio implying a stable European banking system?

Jakubik, Petr; Moinescu, Bogdan Gabriel - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014440908

Navigating the Legal Landscape of AI-Enhanced Banking Supervision : Protecting EU Fundamental Rights and Ensuring Good Administration

Azzutti, Alessio; Batista, Pedro Magalhães; Ringe, … - 2023

Banking supervisors worldwide recognise the pressing need to harness frontier technologies such as artificial intelligence (AI), particularly machine learning (ML), to enhance their efficiency and analytical capabilities. The European Central Bank (ECB) has similarly acknowledged the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014357424