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2017

14/06/2017
Working paper no. 48: Banking integration and house price comovement, by Augustin Landier, David Sraer, David Thesmar
14/06/2017
Working paper no. 47: The real effects of bank capital requirements, by Henri Fraisse, Mathias Lé, David Thesmar
09/06/2017
Working paper no. 46: Simulating fire-sales in a banking and shadow banking system, by Susanna Calimani, Grzegorz Hałaj, Dawid Żochowski
09/06/2017
Working paper no. 45: Use of unit root methods in early warning of financial crises, by Timo Virtanen, Eero Tölö, Matti Virén, Katja Taipalus
01/06/2017
Notification by Národná banka Slovenska (National Bank of Slovakia) on 5 other systemically important institutions (O-SIIs)
Letter
01/06/2017
Notification by Národná banka Slovenska (National Bank of Slovakia) on the systemic risk buffer
Letter
29/05/2017
EU Shadow Banking Monitor, May 2017 (no. 2)
18/05/2017
Adverse scenario for EIOPA 2017 EU-wide stress test of pension funds
Details

The ESRB has today published the adverse scenario for the EU-wide stress tests for pension funds to be carried out by EIOPA in 2017. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector. This information has also been published by EIOPA as part of its communication on the 2017 EU-wide stress tests.

Letter
05/05/2017
Notification by the Ministry of Industry, Business and Financial Affairs on the activation of a systemic risk buffer in the Faroe Islands and the corresponding recommendation by the Systemic Risk Council of Denmark
Recommendation
02/05/2017
Working paper no. 44: Compressing over-the-counter markets, by Marco D’Errico, Tarik Roukny
02/05/2017
Working paper no. 43: Coherent financial cycles for G-7 countries: Why extending credit can be an asset, by Yves S. Schüler, Paul P. Hiebert, Tuomas A. Peltonen
26/04/2017
Notification by the Financial Supervisory Authority of Iceland on three other systemically important institutions (O-SIIs)
21/04/2017
Revision of the European Market Infrastructure Regulation
13/04/2017
A Review of Macroprudential Policy in the EU in 2016
03/04/2017
Working paper no. 42: A dynamic theory of mutual fund runs and liquidity management, by Yao Zeng
03/04/2017
Working paper no. 41: Financial frictions and the real economy, by Mario Pietrunti
30/03/2017
ESRB Risk Dashboard, March 2017 (Issue 19)
Overview noteAnnex IAnnex II
15/03/2017
Working paper no. 40: Mapping the interconnectedness between EU banks and shadow banking entities, by Jorge Abad, Marco D’Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, et al.
14/03/2017
Working paper no. 39: Decomposing financial (in)stability in emerging economies, by Etienne Lepers, Antonio Sánchez Serrano
13/03/2017
Notification by FIN-FSA (the Finnish Financial Supervisory Authority) on four other systemically important institutions (O-SIIs)
10/03/2017
Working paper no. 38: Flight to liquidity and systemic bank runs, by Roberto Robatto
10/03/2017
Working paper no. 37: SRISK: a conditional capital shortfall measure of systemic risk, by Christian Brownlees, Robert Engle
07/03/2017
Notification by the National Bank of Belgium on eight other systemically important institutions (O-SIIs)
06/03/2017
ESRB Secretariat staff response to to the EIOPA Discussion Paper on the potential harmonisation of recovery and resolution frameworks for insurers
01/03/2017
ESRB/2012/2 on funding of credit institutions: Follow-up – Summary Compliance Report
16/02/2017
The macroprudential use of margins and haircuts
13/02/2017
Working paper no. 36: Credit conditions, macroprudential policy and house prices, by Robert Kelly, Fergal McCann, Conor O'Toole
13/02/2017
Working paper no. 35: Addressing the safety trilemma: a safe sovereign asset for the eurozone, by Ad van Riet
13/02/2017
Working paper no. 34: Resolution of international banks: can smaller countries cope?, by Dirk Schoenmaker
09/02/2017
ESRB Recommendation on intermediate objectives and instruments of macro-prudential policy (ESRB/2013/1): Follow-up – Summary Compliance Report
03/02/2017
Adverse scenario for the ESMA EU-wide central counterparty stress test in 2017
Details

The ESRB has today published the adverse scenario for the EU-wide central counterparty stress tests carried out by the ESMA in 2017. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector.

Letter
31/01/2017
Notification by Finanstilsynet (Danish Financial Supervisory Authority) on six other systemically important institutions (O-SIIs)
23/01/2017
Notification by Komitet Stabilności Finansowej (Financial Stability Committee of Poland) on a recommendation on the restructuring of the portfolio of housing loans in foreign currencies
20/01/2017
Notification by Norges Bank (central bank of Norway) on requirements for new residential mortgage loans