2016 - 2018
From European Central Bank
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.
Bibliographic data for series maintained by Official Publications ().
Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.
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
- S. Dees, G. Gaiduchevici, M. Grodzicki, M. Gross, B. Hilberg, K. Maliszewski, E. Rancoita, R. Silva, S. Testi, Fabrizio Venditti and M. 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, C. Mendicino, K. Nikolov and D. Supera