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Publications published in 2021

29/12/2021
Life-cycle risk-taking with personal disaster risk
29/12/2021
Empirical analysis of collateral at central counterparties
17/12/2021
Report of the Analytical Task Force on the overlap between capital buffers and minimum requirements
15/12/2021
Prudential policy with distorted beliefs
15/12/2021
The role of systemic risk spillovers in the transmission of Euro Area monetary policy
13/12/2021
Financial stability implications of IFRS 17 Insurance Contracts
09/12/2021
ESRB risk dashboard, November 2021 (Issue 38)
01/12/2021
Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations
01/12/2021
On the stance of macroprudential policy
01/12/2021
Report of the Expert Group on Macroprudential Stance – Phase II (implementation)
01/10/2021
Do liquidity limits amplify money market fund redemptions during the COVID crisis?
24/09/2021
ESRB risk dashboard, September 2021 (Issue 37)
15/09/2021
Synthetic Leverage and Fund Risk-Taking
15/09/2021
Determinants of the credit cycle: a flow analysis of the extensive margin
08/09/2021
Note on monitoring the financial stability implications of COVID-19 support measures
01/09/2021
Growth-at-risk and macroprudential policy design
01/09/2021
The benefits of the Legal Entity Identifier for monitoring systemic risk
30/08/2021
EU Non-bank Financial Intermediation Risk Monitor 2021
16/08/2021
A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector
02/08/2021
Risky mortgages, credit shocks and cross-border spillovers
01/07/2021
Climate-related risk and financial stability
01/07/2021
Issues note on systemic vulnerabilities of and preliminary policy considerations to reform money market funds (MMFs)
01/07/2021
ESRB Annual Report 2020
01/07/2021
ESRB risk dashboard, June 2021 (Issue 36)
15/06/2021
Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework
01/06/2021
Lower for longer – macroprudential policy issues arising from the low interest rate environment
01/06/2021
Resolving mortgage distress after COVID-19: some lessons from the last crisis
01/06/2021
A quantitative analysis of the countercyclical capital buffer
10/05/2021
Investment funds, monetary policy, and the global financial cycle
10/05/2021
The impact of macroprudential policies on capital flows in CESEE
28/04/2021
Prevention and management of a large number of corporate insolvencies
06/04/2021
ESRB risk dashboard, March 2021 (Issue 35)
31/03/2021
The importance of technology in banking during a crisis
15/03/2021
Procyclical asset management and bond risk premia
15/03/2021
Cross-border credit derivatives linkages
16/02/2021
Financial stability implications of support measures to protect the real economy from the COVID-19 pandemic
01/02/2021
Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps
21/01/2021
Preparing for the post-pandemic rise in corporate insolvencies