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Publications published in 2019

17/12/2019
Methodologies for the assessment of real estate vulnerabilities and macroprudential policies: commercial real estate
16/12/2019
Electoral cycles in macroprudential regulation
16/12/2019
Shadow banking and financial stability under limited deposit insurance
13/12/2019
Macroprudential policy implications of foreign brances relevant for financial stability
02/12/2019
The effects of capital requirements on good and bad risk-taking
02/12/2019
Interactions between bank levies and corporate taxes: How is the bank leverage affected?
02/10/2019
ESRB risk dashboard, September 2019 (Issue 29)
30/09/2019
Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard
23/09/2019
Follow-up report on countries that received ESRB warnings in 2016 on medium-term vulnerabilities in the residential real estate sector
23/09/2019
Methodologies for the assessment of real estate vulnerabilities and macroprudential policies: residential real estate
23/09/2019
Vulnerabilities in the residential real estate sectors of the EEA countries
17/09/2019
Macroprudential policy spillovers and international banking - Taking the gravity approach
17/09/2019
Fire-sales in frozen markets
29/07/2019
Securisation special purpose entities, bank sponsors and derivatives
29/07/2019
ESRB Annual Report 2018
04/07/2019
ESRB risk dashboard, June 2019 (Issue 28)
01/07/2019
Bank asset quality and monetary policy pass-through
01/07/2019
Rethinking capital regulation: the case for a dividend prudential target
17/06/2019
Can ETFs contribute to systemic risk?
17/06/2019
Optimally solving banks’ legacy problems
17/06/2019
Use of credit default swaps by UCITS funds: evidence from EU regulatory data
04/06/2019
Regulatory complexity and the quest for robust regulation
15/05/2019
Do information contagion and business model similarities explain bank credit risk commonalities?
15/05/2019
Bank capital forbearance
02/05/2019
The cyclicality in SICR: mortgage modelling under IFRS 9
02/05/2019
Has regulatory capital made banks safer? Skin in the game vs moral hazard
08/04/2019
Features of a macroprudential stance: initial considerations
28/03/2019
ESRB risk dashboard, March 2019 (Issue 27)
22/03/2019
Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis
18/03/2019
The cyclical behaviour of the ECL model in IFRS 9
14/03/2019
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
04/03/2019
What drives sovereign debt portfolios of banks in a crisis context?
07/02/2019
Pockets of risk in European housing markets: then and now
31/01/2019
CCP interoperability arrangements
28/01/2019
Macroprudential approaches to non-performing loans
16/01/2019
Expected credit loss approaches in Europe and the United States: differences from a financial stability perspective