IDEAS home Printed from
   My bibliography  Save this article

Capital requirements in a model for the SSM area with three layers of default


  • Colciago, A.
  • Fahr, S.
  • Hurtado, S.
  • Mendicino, C.
  • Nikolov, K.
  • Supera, D.


This article provides an overview of the new macroprudential responsibilities conferred on the ECB under the Single Supervisory Mechanism (SSM) Regulation. It discusses the objectives being pursued by the ECB through its macroprudential policy and considers how the ECB is aiming to achieve its mandate. It also describes the macroprudential tools available to the ECB and presents the governance structure of the macroprudential policy framework. JEL Classification: G00

Suggested Citation

  • Colciago, A. & Fahr, S. & Hurtado, S. & Mendicino, C. & Nikolov, K. & Supera, D., 2016. "Capital requirements in a model for the SSM area with three layers of default," Macroprudential Bulletin, European Central Bank, vol. 1.
  • Handle: RePEc:ecb:ecbmbu:2016:0001:1

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    financial stability; macroprudential policy; bank stress; solvency;

    JEL classification:

    • G00 - Financial Economics - - General - - - General


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecb:ecbmbu:2016:0001:1. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Official Publications). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.