SUERF Policy Notes & Briefs offer accessible and concise, high-quality, authoritative and informed analysis on topical issues related to European money and finance. They make research by SUERF Member institutions and academic researchers available to the SUERF network and beyond. SUERF Policy Notes & Briefs are published weekly on the SUERF webpage. The views expressed are those of the author(s) and not necessarily those of the institution(s) the author(s) is/are affiliated with.
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|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|