English
Menu

Publications published in 2018

13/12/2018
ESRB risk dashboard, November 2018 (Issue 26)
English
Overview note
English
Annex I
English
Annex II
English
26/11/2018
Report on vulnerabilities in the EU commercial real estate sector
English
26/11/2018
Macroprudential provisions, measures and instruments for insurance
English
15/11/2018
Systemic illiquidity in the interbank network
English
15/10/2018
Structural credit ratios
English
04/10/2018
ESRB risk dashboard, September 2018 (Issue 25)
English
Overview note
English
Annex I
English
Annex II
English
01/10/2018
Approaching non-performing loans from a macroprudential angle
English
18/09/2018
Reconstructing and stress testing credit networks
English
16/08/2018
Bank resolution and public backstop in an asymmetric banking union
English
16/08/2018
A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example
English
02/08/2018
The role of contagion in the transmission of financial stress
English
02/08/2018
Implications of macroeconomic volatility in the Euro area
English
19/07/2018
Lending standards and output growth
English
19/07/2018
Analyzing credit risk transmission to the non-financial sector in Europe: a network approach
English
09/07/2018
ESRB Annual Report 2017
English
OTHER LANGUAGES (22) +
Select your language
БългарскиBG ČeštinaCS DanskDA DeutschDE EλληνικάEL EspañolES Eesti keelET SuomiFI FrançaisFR HrvatskiHR MagyarHU ItalianoIT LietuviųLT LatviešuLV MaltiMT NederlandsNL PolskiPL PortuguêsPT RomânăRO SlovenčinaSK SlovenščinaSL SvenskaSV
05/07/2018
ESRB risk dashboard, June 2018 (Issue 24)
English
Overview note
English
Annex I
English
Annex II
English
02/07/2018
Cyclical investment behavior across financial institutions
English
02/07/2018
Evaluating macroprudential policies
English
18/05/2018
Insurers as asset managers and systemic risk
English
15/05/2018
Regulating the doom loop
English
23/04/2018
From the horse’s mouth: surveying responses to stress by banks and insurers
English
13/04/2018
Sovereign risk and bank risk-taking
English
29/03/2018
Indicators for the monitoring of central counterparties in the EU
English
29/03/2018
ESRB risk dashboard, March 2018 (Issue 23)
English
Overview note
English
Annex I
English
Annex II
English
13/03/2018
Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets
English
01/03/2018
Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market
English
01/03/2018
The variance risk premium and capital structure
English
27/02/2018
Final report on the use of structural macroprudential instruments in the EU
English
19/02/2018
When gambling for resurrection is too risky
English
16/02/2018
Business cycles and the balance sheets of the financial and non-financial sectors
English
29/01/2018
Positive liquidity spillovers from sovereign bond-backed securities
English
29/01/2018
How effective are sovereign bond-backed securities as a spillover prevention device?
English
29/01/2018
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment
English
29/01/2018
Sovereign bond-backed securities: a feasibility study – Volume I: main findings
English
Sovereign bond-backed securities: a feasibility study – Volume II: technical analysis
English
16/01/2018
Short-selling bans and bank stability
English
16/01/2018
Banks’ maturity transformation: risk, reward, and policy
English
15/01/2018
The ESRB handbook on operationalising macroprudential policy in the banking sector
English