Financial Stability Review

2003 - 2016

From National Bank of Belgium
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Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy pp. 153-170: Bruno De Backer, Hans Dewachter, Stijn Ferrari, Mara Pirovano and Christophe Van Nieuwenhuyze

Macroprudential policy in the banking sector: framework and instruments pp. 85-97: Marianne Collin, Martine Druant and Stijn Ferrari
Structural Banking Reforms pp. 99-111: Janet Mitchell
The Belgian mortgage market: recent developments and prudential measures pp. 113-122: National Bank of Belgium
Evaluating early warning indicators for real estate related risks pp. 123-140: Stijn Ferrari and Mara Pirovano
The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters pp. 141-151: Eric Gustin and Patrick Van Roy
Overview of the NBB’s oversight and supervision of financial market infrastructures in 2013 pp. 153-170: National Bank of Belgium

Review of the Belgian insurance sector’s government bond portfolio pp. 91-101: National Bank of Belgium
Loans to non-financial corporations: what can we learn from credit condition surveys? pp. 103-117: Stijn Ferrari, Glenn Schepens and Patrick Van Roy
Overview of the NBB’s oversight and supervision of financial market infrastructures in 2012 pp. 119-127: National Bank of Belgium
Assessment of Euroclear Bank against the CPSS-IOSCO Principles for Financial Market Infrastructures pp. 129-138: National Bank of Belgium

Overview of the NBB’s oversight and supervision of financial market infrastructures for 2011 pp. 83-93: National Bank of Belgium
Review of the Belgian residential mortgage loan market pp. 95-107: National Bank of Belgium
The role and impact of external support in bank credit ratings pp. 109-119: Patrick Van Roy and Cristina Vespro
The shadow banking system: economic characteristics and regulatory issues pp. 121-134: Joachim Keller

Stress testing credit risk: modelling issues pp. 105-120: Stijn Ferrari, Patrick Van Roy and Cristina Vespro
The BCBS proposal for a countercyclical capital buffer: an application to Belgium pp. 121-132: Joachim Keller

Building a more stable financial system: regulatory reform in a post-crisis perspective pp. 115-126: Peter Praet
Measuring the systemic importance of financial institutions using market information pp. 127-141: Carlos Castro Iragorri and Stijn Ferrari
The banking market (jigsaw) puzzle: Would coming closer to a stand-alone subsidiary model automatically lead to cross-border re-fragmentation ? pp. 143-160: Gregory Nguyen
In search of timely credit risk indicators: a view of the current crisis from a market-implied ratings perspective pp. 161-175: Stijn Ferrari, Patrick Van Roy and Cristina Vespro

Extreme events and financial system governance: some lessons from the crisis pp. 127-138: Joachim Keller and Peter Praet
Reforming remuneration schemes in the financial industry: some governance and implementation issues pp. 139-151: Joachim Keller, Janet Mitchell and Cristina Vespro
What determines euro area bank CDS spreads ? pp. 153-169: Jan Annaert, Marc De Ceuster, Patrick Van Roy and Cristina Vespro

Burden-sharing agreements: the cart before the horse ? pp. 119-132: Grégory Nguyen
Transparency in banking pp. 133-147: Patrick Van Roy
Agency problems in structured finance – a closer look at European CLOs pp. 149-161: Joachim Keller
Measuring default risk in the trading book pp. 163-172: Nancy Masschelein and Kostas Tsatsaronis

Liquidity risk in the banking sector: the Belgian perspective pp. 123-133: Jurgen Janssens, Jeroen Lamoot and Grégory Nguyen
A survey of failure prediction models offered by vendors with an application to Belgian data pp. 135-144: Janet Mitchell and Patrick Van Roy

Cross-border crisis management: a race against the clock or a hurdle race ? pp. 151-173: Grégory Nguyen and Peter Praet
The impact of sector concentration in loan portfolios on economic capital pp. 175-187: Klaus Düllmann and Nancy Masschelein
Bilateral investment treaties and the resolution of sovereign debt crises pp. 189-200: Pim Lescrauwaet and Maciej Sterzynski

Liquidity risk in securities settlement pp. 117-126: Johan Devriese and Janet Mitchell
Structured finance: complexity, risk and the use of ratings pp. 127-135: Ingo Fender and Janet Mitchell
Measuring the interest rate risk of Belgian regulated savings deposits pp. 137-151: Konstantijn Maes and Thierry Timmermans
Bilateral investment treaties and the resolution of sovereign debt crises pp. 153-167: Cédric Piétrus and Dirk Ooms

Corporate governance, regulation and supervision of banks pp. 95-120: Johan Devriese, Mathias Dewatripont, Dirk Heremans and Grégory Nguyen
Belgian SMEs and bank lending relationships pp. 121-133: Hans Degryse, Nancy Masschelein and Janet Mitchell
The Determinants of Credit Spreads pp. 135-155: Astrid Van Landschoot
Interest Rate Risk in the Belgian Banking Sector pp. 157-179: Konstantijn Maes
Impact of IAS 39 on asset and liability management and banks’ capital ratios pp. 181-190: David Guillaume

New Structure for Clearing and Settlement Systems in the EU pp. 83-103: Steven Van Cauwenberge
The Belgian Interbank Market: Interbank Linkages and Systemic Risk pp. 105-123: Grégory Nguyen
An Analytical Review of Credit Risk Transfer Instruments pp. 125-150: John Kiff, François-Louis Michaud and Janet Mitchell
The Basel II Capital Accord, SME Loans and Implications for Belgium pp. 151-172: Nancy Masschelein
The Governance of the International Monetary Fund with a Single EU Chair pp. 173-188: Géraldine Mahieu, Dirk Ooms and Stephane Rottier