EBA Staff Paper Series, European Banking Authority (EBA)

ISSN: 2599-7831

Collection's Items (Sorted by Title in Descending order): 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2023The EU regulatory framework for market risk and prudent valuation: Are the rules too procyclical? Evidence from the COVID-19 pandemic and the 2022 global energy crisisBoivin, Stéphane; Crotti, Marco Giovanni; Malikkidou, Despo
2023The characteristics and the legal nature of the supervisory and resolution handbook of the EBAGiotaki, Zoi Jenny; de la Bouillerie, Pauline; Nebot Seguí, Rafael
2023The calibration of the IRB supervisory formula: A case studyCasellina, Simone; Salis, Fabio; Tessiore, Giovanni; Ugoccioni, Roberto; Varetto, Franco
2021A universal stress scenario approach for capitalising non-modellable risk factors under the FRTBAichele, Martin; Crotti, Marco Giovanni; Rehle, Benedikt
2021Testing capacity of the EU banking sector to finance the transition to a sustainable economyEley, Slavka
2021The estimation risk and the IRB supervisory formulaCasellina, Simone; Landini, Simone; Uberti, Mariacristina
2021Window dressing systemic importance: Evidence from EU banks and the G-SIB frameworkGarcia, Luis; Lewrick, Ulf; Sečnik, Taja
2020Potential regulatory obstacles to cross-border and acquisitions in the EU banking sectorGarella, Anna; Rimarchi, Massimiliano; Stroppa, Davide
2020What are the determinants of MREL-eligible debt yields? Evidence from the EU banking sectorRocamora, María; Suárez, Nuria; Monjas Barroso, Manuel
2020Digital currencies in financial networksCastrén, Olli; Kavonius, Ilja Kristian; Rancan, Michela
2020Time to go beyond RWA variability for IRB banks: An empirical analysisCannata, Francesco; Casellina, Simone; Chionsini, Gaetano
2020Sustainable finance market practicesColeton, Adrienne; Brucart, Maria Font; Gutierrez, Pilar; Le Tennier, Fabien; Moor, Christian
2020Applying the pre-commitment approach to bottom up stress tests: A new old storyCasellina, Simone; Pandolfo, Giuseppe; Quagliariello, Mario
2019Are stress tests beauty contests? (and what we can do about it)Quagliariello, Mario
2019EU banks' journey towards an enhanced capital frameworkMelis, Alessandra; Weissenberg, Katrin
2018Sharing the pain? Credit supply and real effects of bank bail-insLopes, Samuel da Rocha; Beck, Thorsten; Silva, André F.
2018Identification of EU bank business models: A novel approach to classifying banks in the EU regulatory frameworkCernov, Marina; Urbano, Teresa
Collection's Items (Sorted by Title in Descending order): 1 to 17 of 17
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