Macroprudential Bulletin

2016 - 2025

From European Central Bank
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.
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2019, volume 7

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

Domagoj Babić and Stephan Fahr

Macroprudential analysis of residential real estate markets

Marco Lo Duca, Mara Pirovano, Marek Rusnák and Eugen Tereanu

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

2018, volume 6

Macroprudential liquidity tools for investment funds - A preliminary discussion

Matteo Cominetta, Claudia Lambert, Anouk Levels, Anders Rydén and Christian Weistroffer

Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks

Markus Behn, Laura Parisi, Michael Wedow and Giacomo Mangiante

The implications of removing repo assets from the leverage ratio

Jan Philipp Fritsche, Michael Grill and Claudia Lambert

2018, volume 5

Targeted review of the macroprudential framework

Johanne Evrard, Nadya Wildmann, 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, 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