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Reports of the ESRB

The ESRB publishes reports on potential systemic risks arising in the financial sector. The ESRB General Board may give expert groups specific mandates in relation to assessing these risks. The expert groups are set up with the assistance of the Advisory Technical Committee (ATC) or the Advisory Scientific Committee (ASC), or both.

23 September 2019
Follow-up report on countries that received ESRB warnings in 2016 on medium-term vulnerabilities in the residential real estate sector
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23 September 2019
Methodologies for the assessment of real estate vulnerabilities and macroprudential policies: residential real estate
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23 September 2019
Vulnerabilities in the residential real estate sectors of the EEA countries
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17 July 2019
EU Non-bank Financial Intermediation Risk Monitor 2019
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30 April 2019
A Review of Macroprudential Policy in the EU in 2018
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8 April 2019
Features of a macroprudential stance: initial considerations
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18 March 2019
The cyclical behaviour of the ECL model in IFRS 9

Abstract

JEL Classification

G21 : Financial Economics→Financial Institutions and Services→Banks, Depository Institutions, Micro Finance Institutions, Mortgages

M41 : Business Administration and Business Economics, Marketing, Accounting→Accounting and Auditing→Accounting

G28 : Financial Economics→Financial Institutions and Services→Government Policy and Regulation

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31 January 2019
CCP interoperability arrangements

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JEL Classification

G10 : Financial Economics→General Financial Markets→General

G18 : Financial Economics→General Financial Markets→Government Policy and Regulation

G23 : Financial Economics→Financial Institutions and Services→Non-bank Financial Institutions, Financial Instruments, Institutional Investors

G28 : Financial Economics→Financial Institutions and Services→Government Policy and Regulation

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28 January 2019
Macroprudential approaches to non-performing loans
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16 January 2019
Expected credit loss approaches in Europe and the United States: differences from a financial stability perspective
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26 November 2018
Report on vulnerabilities in the EU commercial real estate sector
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26 November 2018
Macroprudential provisions, measures and instruments for insurance
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10 September 2018
EU Shadow Banking Monitor, September 2018
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25 April 2018
A Review of Macroprudential Policy in the EU in 2017
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27 February 2018
Final report on the use of structural macroprudential instruments in the EU
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29 January 2018
Sovereign bond-backed securities: a feasibility study – Volume I: main findings
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15 January 2018
The ESRB handbook on operationalising macroprudential policy in the banking sector
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17 August 2017
Regulatory risk-free yield curve properties and macroprudential consequences
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17 August 2017
Recovery and resolution for the EU insurance sector: a macroprudential perspective
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17 July 2017
Financial stability implications of IFRS 9
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11 July 2017
Resolving non-performing loans in Europe
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29 May 2017
EU Shadow Banking Monitor, May 2017
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21 April 2017
Revision of the European Market Infrastructure Regulation
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13 April 2017
A Review of Macroprudential Policy in the EU in 2016
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16 February 2017
The macroprudential use of margins and haircuts
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28 November 2016
Macroprudential policy issues arising from low interest rates and structural changes in the EU financial system
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Annex A
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Annex B
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Annex C
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Annex D
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Annex E
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Questions & Answers
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28 November 2016
Vulnerabilities in the EU residential real estate sector
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6 October 2016
Market liquidity and market-making
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6 October 2016
Preliminary investigation into the potential impact of a leverage ratio requirement on market liquidity
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27 July 2016
EU Shadow Banking Monitor, July 2016
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19 July 2016
Macroprudential policy beyond banking: an ESRB strategy paper
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13 May 2016
A Review of Macroprudential Policy in the EU in 2015
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4 January 2016
ESRB reports on residential and commercial real estate and financial stability in the EU
Report on commercial real estate
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Report on residential real estate
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16 December 2015
ESRB report on systemic risks in the EU insurance sector, December 2015
Report
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Annex 1
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Annex 2
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Annex 3
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Annex 4
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Annex 5
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Annex 6
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25 June 2015
ESRB report: A review of macro-prudential policy in the EU one year after the introduction of the CRD/CRR
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25 June 2015
ESRB report on misconduct risk in the banking sector
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10 March 2015
ESRB report on the regulatory treatment of sovereign exposures, March 2015
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3 March 2014
ESRB handbook on operationalising macro-prudential policy in the banking sector
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Addendum on macroprudential leverage ratios
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3 March 2014
ESRB flagship report on macro-prudential policy in the banking sector
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