Macroprudential Bulletin

2016 - 2025

From European Central Bank
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.
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2020, volume 10

A regulatory and financial stability perspective on global stablecoins

Mitsutoshi Adachi, Matteo Cominetta, Christoph Kaufmann and Anton van der Kraaij

2019, volume 9

Investigating initial margin procyclicality and corrective tools using EMIR data

Matteo Cominetta, Michael Grill and Audrius Jukonis

Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds

Luis Molestina Vivar, Michael Wedow and Christian Weistroffer

The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test

Christoffer Kok, Carola Müller and Cosimo Pancaro

On the interaction between different bank liquidity requirements

Markus Behn, Renzo Corrias and Magdalena Rola-Janicka

Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses

Jan Hannes Lang and Marco Forletta

2019, volume 8

The macroeconomic impact of changes in economic bank capital buffers

Derrick Kanngiesser, Reiner Martin, Diego Moccero and Laurent Maurin

Thinking beyond borders: how important are reciprocity arrangements for the use of sectoral capital buffers?

David Cantone and Elena Rancoita

Understanding the specific features of the CCyB and the SCCyB − evidence from the 3D DSGE model

Mara Pirovano

2019, volume 7

Shelter from the storm: recent countercyclical capital buffer (CCyB) decisions

Domagoj Babić and Stephan Fahr

A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework

Katarzyna Budnik

Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis

Jacopo Carmassi, Renzo Corrias and Laura Parisi

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, André 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, Adam Pawlikowski, K. Tracol, Carmelo 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

Romain Lafarguette

Macroprudential policy analysis and tools - Monitoring euro area banks’ risk weight developments

M. Caccavaio and C. Rodriguez d´Acri

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, Samuel Hurtado, Caterina Mendicino, Kalin Nikolov and D. Supera