Date published | SUERF | Issue | Title | Author(s) |
Aug 2023 | Policy Brief | No 660 | Central clearing in turbulent times: frontiers in regulation and oversight | Fabio Panetta |
Aug 2023 | Policy Note | No 316 | Peeling the onion: US bank stress not spreading to Euro area | Ravi Balakrishnan, Marco Protopapa |
Aug 2023 | Policy Brief | No 650 | Leading indicators of financial stress: a regime switching approach | Tihana Škrinjarić |
Jul 2023 | Policy Brief | No 637 | How the central bank collateral framework shapes the outcomes of liquidity stress test models | Angelo Cuzzola, Claudio Barbieri, Ulrich Bindseil |
Jun 2023 | Policy Brief | No 620 | Insights into Credit Loss Rates: A Global Database | Li Lian Ong, Christian Schmieder, Min Wei |
May 2023 | Policy Brief | No 585 | Does IFRS 9 increase banks’ resilience? | Arndt Kund, Daniel Rugilo |
Mar 2023 | Policy Note | No 305 | Climate stress tests: Are banks fit for the green transition? | Ursula Walther |
Mar 2023 | Policy Brief | No 549 | CCPs United: the hidden dangers of shared clearing membership | Luitgard A. M. Veraart, Iñaki Aldasoro |
Feb 2023 | Policy Brief | No 516 | A scientific illusion in risk management? | José María Roldán |
Nov 2022 | Policy Brief | No 457 | The Certification Role of the EU-Wide Stress Testing Exercises in the Stock Market. What Can We Learn from the Stress Tests (2014-2021)? | Agha Durrani, Steven Ongena, Aurea Ponte Marques |
Sep 2022 | Policy Brief | No 409 | A model of system-wide stress simulation: market-based finance and the COVID-19 event | Giovanni di Iasio, Giulio Nicoletti, Nicholas Vause |
Jul 2022 | Policy Brief | No 364 | Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market | Adrian Carro, Patricia Stupariu |
Dec 2021 | Policy Brief | No 242 | The Role of Contact Tracing in the Long Pandemic War | Leonardo Melosi, Matthias Rottner |
Aug 2021 | Policy Brief | No 167 | Limits of stress-test based bank regulation | Tirupam Goel, Isha Agarwal |
May 2021 | Policy Brief | No 97 | Stress-Testing Net Trading Income: The Case of European Banks | Carla Giglio, Frances Shaw, Nicolas Syrichas and Giuseppe Cappelletti |
Apr 2021 | Policy Brief | No 76 | The Impact of COVID-19 on European Banks | Shekhar Aiyar, Mai Chi Dao, Andreas A. Jobst, Aiko Mineshima, Srobona Mitra, Mahmood Pradhan |
Apr 2021 | Policy Brief | No 62 | The way forward for EU-wide stress tests | Pedro Duarte Neves |
Feb 2021 | Policy Note | No 223 | Bank stress tests: their philosophy and their use by prudential authorities during the Covid-19 crisis | Valère Fourel, Julien Idier, Valerio Scalone, Aurore Schilte |
Dec 2020 | Policy Note | No 215 | Consequences for banks’ business from COVID-19 and policy responses | Francesco Mazzaferro |
Oct 2020 | Policy Brief | No 32 | More travel warnings are almost like a new lockdown for the hospitality industry | Eric Heymann |
Jul 2020 | Policy Note | No 185 | The Macroeconomic Impact of NPLs in Euro Area Countries | Ivan Huljak, Reiner Martin, Diego Moccero, Cosimo Pancaro |
Apr 2020 | Policy Note | No 152 | European banks in the corona crisis | Jan Schildbach |
Jan 2020 | Policy Note | No 122 | TCFD: strengthening the foundations of sustainable finance | Mark Carney |
Oct 2019 | Policy Note | No 106 | Banks’ behavioral reactions to Basel III: mostly as intended | Stefan W. Schmitz |
Apr 2019 | Policy Note | No 65 | A New Horizon | Mark Carney |