2016 - 2018
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2018, volume 5
- Targeted review of the macroprudential framework
- Johanne Evrard, Nadya Jahn, Ana Sofia Melo and Balázs Zsámboki
- How competition and regulation drive bank and investment fund risk profiles and their market shares
- Michael Grill, Daria Kalyaeva and Claudia Lambert
- Using large exposure data to gauge the systemic importance of SSM significant institutions
- Giovanni Covi, Christoffer Kok and Barbara Meller
2017, volume 4
- Macroprudential regulatory issues – The ECB’s key messages on the European Commission’s banking reform package from a macroprudential perspective
- B. Attinger, A. Baumann, R. Corrias, N. Jahn, A. Melo, P. Torstensson and B. Zsámboki
- Macroprudential policy analysis and tools – Assessing the impact of bank capitalisation changes conditional on a bail-in versus bail-out regime
- M. Gross and J. Población
- MREL: financial stability implications
- G. Gaiduchevici and Dawid Żochowski
2017, volume 3
- Exposure of the European Deposit Insurance Scheme to bank failures and the benefits of risk-based contributions
- J. Carmassi, S. Dobkowitz, J. Evrard, A. Silva and Michael Wedow
- Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective
- H. Mirza and Dawid Żochowski
- ECB floor methodology for setting the capital buffer for an identified Other Systemically Important Institution (O-SII)
- M. Behn, G. Cappelletti, P. Kaltwasser, M. Kolb, A. Pawlikowski, K. Tracol, C. Salleo and A. van der Kraaij
2016, volume 2
- High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools
- Lafarguette Romain
- Macroprudential policy analysis and tools - Monitoring euro area banks’ risk weight developments
- M. Caccavaio and Rodriguez d´Acri, C.
- Macroprudential effects of systemic bank stress
- Stephane Dees, G. Gaiduchevici, M. Grodzicki, M. Gross, B. Hilberg, K. Maliszewski, E. Rancoita, R. Silva, S. Testi, Fabrizio Venditti and Matjaž Volk
2016, volume 1
- A bank-level early warning model and its uses in macroprudential policy
- Jan Hannes Lang
- A model of the euro area household sector for stress testing and assessing the efficacy of lending standardrelated macroprudential policy measures
- M. Gross and J. Poblacion
- Capital requirements in a model for the SSM area with three layers of default
- A. Colciago, S. Fahr, S. Hurtado, Caterina Mendicino, Kalin Nikolov and D. Supera