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SUERF Policy Notes

In September 2015, SUERF launched the SUERF Policy Notes series with focus on current financial, monetary or economic issues, designed for policy makers and financial practitioners, authored by renowned experts.
 


Date publishedSUERFIssueTitleAuthor(s)
May 2022Policy BriefNo 332Analysis of ESG disclosures in Pillar 3 reports. A text mining approachAngel Iván Moreno, Teresa Caminero García
May 2022Policy BriefNo 326The impact of QE on sovereign riskDirk Broeders, Leo de Haan, Jan Willem van den End
Apr 2022Policy BriefNo 309The low-carbon transition, climate commitments and firm credit riskSante Carbone, Margherita Giuzio, Sujit Kapadia, Johannes Sebastian Krämer, Ken Nyholm, Katia Vozian
Mar 2022Policy BriefNo 297Central banks’ in-house credit assessment systems – supporting the Eurosystem’s response to the pandemic and its climate change action planAviram Levy, Florian Resch, Anna Maria Rossi, Stephan Sauer
Mar 2022Policy BriefNo 292The role of systemic risk spillovers in the transmission of Euro Area monetary policyAlexandros Skouralis
Feb 2022Policy BriefNo 282Lessons from estimating the average option-implied volatility term-structure for the Spanish banking sectorMaria T. Gonzalez-Perez
Feb 2022Policy BriefNo 281GDP-linked bonds and the fear of ambiguityDeniz Igan, Taehoon Kim, Antoine Levy
Feb 2022Policy BriefNo 280Are complex banking groups riskier?Isabel Argimón, María Rodríguez-Moreno
Feb 2022Policy BriefNo 269Recovery as a springboard for changeDebora Revoltella, Tessa Bending, Atanas Kolev
Jan 2022Policy BriefNo 258Why have interest rates fallen far below the return on capital?Magali Marx, Benoît Mojon, François R. Velde
Dec 2021Policy BriefNo 254What explains the emergence and diffusion of climate-related financial policies in G20 countries?Paola D’Orazio
Dec 2021Policy NoteNo 260Identifying lessons from the current crisis for the prudential framework of the banking system Pablo Hernández de Cos
Nov 2021Policy BriefNo 231A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds SectorFrancesco Meglioli, Stephanie Gauci
Nov 2021Policy BriefNo 223A taxonomy of sustainable finance taxonomiesTorsten Ehlers, Diwen Gao, Frank Packer
Nov 2021Policy BriefNo 214How do Loan-to-Value Caps Impact Bank Lending and Credit Spillover?Selva Bahar Baziki, Tanju Çapacıoğlu
Nov 2021Policy BriefNo 213The role of prudential policy in addressing climate changeFernando Restoy
Oct 2021Policy BriefNo 207The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital ControlsPhilippe Bacchetta, Rachel Cordonier, Ouarda Merrouche
Oct 2021Policy BriefNo 202Revisiting the link between government debt and sovereign interest rates in the euro areaStéphanie Pamies, Nicolas Carnot, Anda Pătărău
Oct 2021Policy BriefNo 195Is window dressing by banks systemically important?Luis Garcia, Ulf Lewrick, Taja Sečnik
Sep 2021Policy BriefNo 186Prudential responses to COVID-19 in G20 countries: a missed opportunity to enhance "green" financial policy and regulations?Paola D’Orazio
Sep 2021Policy BriefNo 185The grocery trolley race in times of Covid-19. Evidence from ItalyEmanuela Ciapanna, Gabriele Rovigatti
Sep 2021Policy BriefNo 181A liquidity risk early warning indicator for Italian banks: a machine learning approachMaria Ludovica Drudi, Stefano Nobili
Aug 2021Policy BriefNo 168Monetary Gold and Central Bank CapitalKenneth Sullivan
Aug 2021Policy BriefNo 161Banks’ complexity-risk nexus and the role of regulationNatalya Martynova, Ursula Vogel
Aug 2021Policy BriefNo 158Bank pricing of corporate loansMárcio Mateus, Tiago Pinheiro
Aug 2021Policy BriefNo 152Patchy data is a good start: from Kuznets and Clark to supervisors and climateFrank Elderson
Aug 2021Policy BriefNo 147Proportionality in banking regulation: who, what and how?Raihan Zamil
Aug 2021Policy BriefNo 143The dynamics of macroeconomic downside riskBy Davide Delle Monache, Andrea De Polis and Ivan Petrella
Jul 2021Policy BriefNo 137Euro area equity risk premia and monetary policyDaniel Kapp, Kristian Loft Kristiansen
Jul 2021Policy BriefNo 127Women and Monetary PolicyPaola Profeta
Jul 2021Policy BriefNo 120What is the true resilience of our financial systems to climate change with the buffers we currently have?Alejandro Díaz de León
Jun 2021Policy BriefNo 118The reduction in homeownership rates for the youngGonzalo Paz-Pardo
Jun 2021Policy BriefNo 115Understanding the financial risks of nature loss: exploring policy options for financial authoritiesKatie Kedward, Josh Ryan-Collins, Hugues Chenet
Jun 2021Policy BriefNo 112Fund Cross-Holdings and Financial StabilityDaniel Fricke, Hannes Wilke
Jun 2021Policy BriefNo 106What consumption habits tell us about the joint dynamics of government bond yields and stock prices internationallyThomas Nitschka, Shajivan Satkurunathan
May 2021Policy BriefNo 94Climate risks and collateral: a methodological experimentPierre-François Weber, Bünyamin Erkan, Antoine Oustry, Romain Svartzman
Apr 2021Policy BriefNo 79A New Measure of Synthetic LeverageDaniel Fricke
Apr 2021Policy NoteNo 232The Macroeconomics of Covid-19 LeverageThéophile Jégard, Simon Ray
Apr 2021Policy BriefNo 75Europe: the shock of Covid-19 and the fear of accelerated zombificationHélène Baudchon, Louis Boisset, Guillaume Derrien, Kenza Charef
Apr 2021Policy BriefNo 72Uncertainty Is Not an Excuse. Integrating Climate Risks into Monetary Policy Operations and Financial SupervisionJulia Anna Bingler, Chiara Colesanti Senni, Pierre Monnin
Apr 2021Policy NoteNo 231The challenges to the banking sector a year after the outbreak of the COVID-19 pandemicPablo Hernández de Cos
Apr 2021Policy BriefNo 61A backstop liquidity facility for a greener economyEric Jondeau, Benoit Mojon, Cyril Monnet
Mar 2021Policy BriefNo 56On the Origin of Systemic RiskMattia Montagna, Giovanni Covi, Gabriele Torri
Mar 2021Policy BriefNo 54Are lower bank capital requirements an efficient policy tool for supporting credit to SMEs?Michel Dietsch, Henri Fraisse, Mathias Lé, Sandrine Lecarpentier
Mar 2021Policy NoteNo 226Greening the UK financial system – a fit for purpose approachYannis Dafermos, Daniela Gabor, Maria Nikolaidi, Frank van Lerven
Jan 2021Policy NoteNo 216Capital Buffer Assignments to Other Systemically Important Institutions in the Euro area – Is the Country Heterogeneity in the EU caused by Regulatory Capture?Michael Sigmund
Dec 2020Policy NoteNo 210On the risk-adjusted performance of machine learning models in credit default predictionAndres Alonso, Jose Manuel Carbo
Nov 2020Policy NoteNo 206Cyber risk in the financial sectorIñaki Aldasoro, Jon Frost, Leonardo Gambacorta, Thomas Leach, David Whyte
Jun 2020Policy NoteNo 180Which factors drive consumers to adopt crypto-assets? Results from an Austrian surveyHelmut Stix
May 2020Policy NoteNo 169Making banking integration work for better risk sharing in the eurozone: the role of cross-border banking consolidationMathias Hoffmann
May 2020Policy NoteNo 168Cross-border consolidation in the European banking sector: between dreams and realityJan Van Hove
Apr 2020Policy NoteNo 156Navigation tools in the semi-normal corona eraAndy Langenkamp
Feb 2020Policy NoteNo 133Making sure your bot colleague is less biased than you!Frank De Jonghe
Nov 2019Policy NoteNo 115Putting macroprudential policy to work: a case study on the Dutch housing marketPaul Hilbers, Marco van Hengel
Sep 2019Policy NoteNo 103Non-banks in the EU: ensuring a smooth transition to a Capital Markets UnionFatima Pires
Sep 2019Policy NoteNo 97Strengthened EU fiscal framework: fiscal discipline versus economic stabilizationBernhard Grossmann, Gottfried Haber
Sep 2019Policy NoteNo 96Reconciling risk sharing with market discipline: A constructive approach to euro area reformIsabel Schnabel
Jul 2019Policy NoteNo 86Regulatory complexity and the quest for robust regulationPrasanna Gai, Malcolm Kemp, Antonio Sánchez Serrano, Isabel Schnabel
Jun 2019Policy NoteNo 80A products and activities approach to managing risk in asset managementBarbara Novick
Apr 2019Policy NoteNo 65A New HorizonMark Carney
Mar 2019Policy NoteNo 61Beyond voluntary disclosure: why a ‘market-shaping’ approach to financial regulation is needed to meet the challenge of climate changeJosh Ryan-Collins
Sep 2018Policy NoteNo 42Preserving regulatory certainty: The review of insurers’ capital requirementsGabriel Bernardino
Sep 2018Policy NoteNo 41Central banks should reflect climate risks in monetary policy operationsPierre Monnin
Apr 2018Policy NoteNo 30In the euro area, discipline is of the essence, but risk-sharing is no less importantDaniel Daianu
Feb 2018Policy NoteNo 27Euro area quantitative easing: Large volumes, small impact?Daniel Gros
Feb 2018Policy NoteNo 26Comparability of Basel risk weights in the EU banking sectorZsofia Döme, Stefan Kerbl
Nov 2017Policy NoteNo 21Risk sharing in EMU: key insights from a literature reviewDemosthenes Ioannou, David Schäfer
Jan 2017Policy NoteNo 10Bail-ins: Issues of Credibility and ContagionClas Wihlborg
Apr 2016Policy NoteNo 5Some seeming paradoxes or interesting points of Russia’s economy and banking sectorStephan Barisitz

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