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Macroprudential Bulletin

2016 - 2018

From European Central Bank
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.

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2018, volume 6

Macroprudential liquidity tools for investment funds - A preliminary discussion Downloads
Claudia Lambert, Anouk Levels, Christian Weistroffer, Matteo Cominetta and Anders Rydén
Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks Downloads
Markus Behn, Laura Parisi, Michael Wedow and Giacomo Mangiante
The implications of removing repo assets from the leverage ratio Downloads
Michael Grill, Claudia Lambert and Jan Philipp Fritsche

2018, volume 5

Targeted review of the macroprudential framework Downloads
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 Downloads
Michael Grill, Daria Kalyaeva and Claudia Lambert
Using large exposure data to gauge the systemic importance of SSM significant institutions Downloads
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 Downloads
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 Downloads
M. Gross and J. Población
MREL: financial stability implications Downloads
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 Downloads
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 Downloads
H. Mirza and Dawid Żochowski
ECB floor methodology for setting the capital buffer for an identified Other Systemically Important Institution (O-SII) Downloads
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 Downloads
Lafarguette Romain
Macroprudential policy analysis and tools - Monitoring euro area banks’ risk weight developments Downloads
M. Caccavaio and C. Rodriguez d´Acri
Macroprudential effects of systemic bank stress Downloads
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 Downloads
Jan Hannes Lang
A model of the euro area household sector for stress testing and assessing the efficacy of lending standardrelated macroprudential policy measures Downloads
M. Gross and J. Poblacion
Capital requirements in a model for the SSM area with three layers of default Downloads
A. Colciago, S. Fahr, S. Hurtado, Caterina Mendicino, Kalin Nikolov and D. Supera
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