Details about Aurea Ponte Marques

Access statistics for papers by Aurea Ponte Marques.

Last updated 2025-12-11. Update your information in the RePEc Author Service.

Short-id: pma3032

Working Papers

2025

1. Banks' regulatory risk tolerance
   BIS Working Papers, Bank for International Settlements
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2025)
   Working Paper Series, European Central Bank (2025)
2. The impact of capital requirements on bank capital
   Working Paper Series, European Central Bank

2024

3. Advancements in stress-testing methodologies for financial stability applications
   Occasional Paper Series, European Central Bank View citations (1)
4. Loss-given-default and macroeconomic conditions
   Working Paper Series, European Central Bank

2022

5. The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?
   Working Paper Series, European Central Bank

2020

6. How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets
   Working Paper Series, European Central Bank View citations (2)

2019

7. Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments
   Working Paper Series, European Central Bank View citations (17)

2018

8. Systemic liquidity concept, measurement and macroprudential instruments
   Occasional Paper Series, European Central Bank View citations (1)

Journal Articles

2025

1. Integrating climate risk into the 2025 EU-wide stress test: the effects of climate risks for firms
   Macroprudential Bulletin, 2025, 32
2. Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets
   Journal of Banking & Finance, 2025, 171, (C) View citations (1)

2024

3. Decoding market reactions: The certification role of EU-wide stress tests
   Economic Modelling, 2024, 139, (C) View citations (1)
4. Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments
   Journal of Financial Stability, 2024, 72, (C) View citations (3)

2022

5. Does the disclosure of stress test results affect market behaviour?
   Macroprudential Bulletin, 2022, 17 View citations (4)

2021

6. Evaluating the benefits of euro area dividend distribution recommendations on lending and provisioning
   Macroprudential Bulletin, 2021, 13 View citations (2)

Chapters

2025

1. Attraction and Retention Strategies: What Matters to the Millennial?
   Springer