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2021, Volume 14
2021, Volume 13
- 1 System-wide measures on banks’ distributions – motivations and challenges
by Katsigianni, Eleni & Klupa, Kamil & Tumino, Marcello & Zsámboki, Balázs
- 2 Evaluating the benefits of euro area dividend distribution recommendations on lending and provisioning
by Dautović, Ernest & Ponte Marques, Aurea & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Martín, Diego Vila & Wildmann, Nadya
- 3 Evaluating the impact of dividend restrictions on euro area bank valuations
by Andreeva, Desislava & Bochmann, Paul & Mosthaf, Jonas & Schneider, Julius
- 4 What makes banks adjust dividend payouts?
by Belloni, Marco & Grodzicki, Maciej & Jarmuzek, Mariusz
2021, Volume 12
- 1 Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective
by Grill, Michael & O´Sullivan, Seán & Wedow, Michael & Weistroffer, Christian
- 2 How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil
by Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian
- 3 The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?
by Grill, Michael & Molestina Vivar, Luis & Wedow, Michael
- 4 A theoretical model analysing investment funds’ liquidity management and policy measures
by Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian
2020, Volume 11
- 1 Macroprudential capital buffers – objectives and usability
by Behn, Markus & Rancoita, Elena & Rodriguez d’Acri, Costanza
- 2 Buffer use and lending impact
by Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz
- 3 Financial market pressure as an impediment to the usability of regulatory capital buffers
by Andreeva, Desislava & Bochmann, Paul & Couaillier, Cyril
- 4 Enhancing macroprudential space when interest rates are “low for long”
by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
2020, Volume 10
2019, Volume 9
- 1 Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
by Lang, Jan Hannes & Forletta, Marco
- 2 On the interaction between different bank liquidity requirements
by Behn, Markus & Corrias, Renzo & Rola-Janicka, Magdalena
- 3 The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
by Kok, Christoffer & Müller, Carola & Pancaro, Cosimo
- 4 Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 5 Investigating initial margin procyclicality and corrective tools using EMIR data
by Cominetta, Matteo & Grill, Michael & Jukonis, Audrius
2019, Volume 8
2019, Volume 7
- 1 Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis
by Carmassi, Jacopo & Corrias, Renzo & Parisi, Laura
- 2 A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework
by Budnik, Katarzyna
- 3 Macroprudential analysis of residential real estate markets
by Lo Duca, Marco & Pirovano, Mara & Rusnák, Marek & Tereanu, Eugen
- 4 Shelter from the storm: recent countercyclical capital buffer (CCyB) decisions
by Babić, Domagoj & Fahr, Stephan
2018, Volume 6
- 1 The implications of removing repo assets from the leverage ratio
by Fritsche, Jan Philipp & Grill, Michael & Lambert, Claudia
- 2 Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
by Behn, Markus & Parisi, Laura & Wedow, Michael & Mangiante, Giacomo
- 3 Macroprudential liquidity tools for investment funds - A preliminary discussion
by Cominetta, Matteo & Lambert, Claudia & Levels, Anouk & Rydén, Anders & Weistroffer, Christian
2018, Volume 5
- 1 Using large exposure data to gauge the systemic importance of SSM significant institutions
by Covi, Giovanni & Kok, Christoffer & Meller, Barbara
- 2 How competition and regulation drive bank and investment fund risk profiles and their market shares
by Grill, Michael & Kalyaeva, Daria & Lambert, Claudia
- 3 Targeted review of the macroprudential framework
by Evrard, Johanne & Wildmann, Nadya & Melo, Ana Sofia & Zsámboki, Balázs
2017, Volume 4
- 1 MREL: financial stability implications
by Gaiduchevici, G. & Zochowski,D.
- 2 Macroprudential policy analysis and tools – Assessing the impact of bank capitalisation changes conditional on a bail-in versus bail-out regime
by Gross, M. & Población, J.
- 3 Macroprudential regulatory issues – The ECB’s key messages on the European Commission’s banking reform package from a macroprudential perspective
by Attinger, B. & Baumann, A. & Corrias, R. & Jahn, N. & Melo, A. & Torstensson, P. & Zsámboki, B.
2017, Volume 3
- 1 ECB floor methodology for setting the capital buffer for an identified Other Systemically Important Institution (O-SII)
by Behn,M. & Cappelletti, G. & Kaltwasser, P. & Kolb, M. & Pawlikowski, A. & Tracol, K. & Salleo, C. & van der Kraaij, A.
- 2 Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective
by Mirza, H. & Zochowski,D.
- 3 Exposure of the European Deposit Insurance Scheme to bank failures and the benefits of risk-based contributions
by Carmassi, J. & Dobkowitz, S. & Evrard, J. & Silva, A. & Wedow, M.
2016, Volume 2
- 1 Macroprudential effects of systemic bank stress
by Dees, S. & Gaiduchevici, G. & Grodzicki, M. & Gross, M. & Hilberg, B. & Maliszewski, K. & Rancoita, E. & Silva, R. & Testi, S. & Venditti, F. & Volk, M.
- 2 Macroprudential policy analysis and tools - Monitoring euro area banks’ risk weight developments
by Caccavaio, M. & Rodriguez d´Acri, C.
- 3 High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools
by Lafarguette Romain
2016, Volume 1