Details about Aurea Ponte Marques

Access statistics for papers by Aurea Ponte Marques.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: pma3032

Working Papers

2024

1. Advancements in stress-testing methodologies for financial stability applications
   Occasional Paper Series, European Central Bank
2. Loss-given-default and macroeconomic conditions
   Working Paper Series, European Central Bank

2022

3. Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (6)
4. 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

5. 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

6. 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 (16)

2018

7. Systemic liquidity concept, measurement and macroprudential instruments
   Occasional Paper Series, European Central Bank

Journal Articles

2024

1. Decoding market reactions: The certification role of EU-wide stress tests
   Economic Modelling, 2024, 139, (C)
2. 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)

2022

3. Does the disclosure of stress test results affect market behaviour?
   Macroprudential Bulletin, 2022, 17 View citations (3)

2021

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