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 published | SUERF | Issue | Title | Author(s) |
May 2022 | Policy Brief | No 332 | Analysis of ESG disclosures in Pillar 3 reports. A text mining approach | Angel Iván Moreno, Teresa Caminero García |
May 2022 | Policy Brief | No 326 | The impact of QE on sovereign risk | Dirk Broeders, Leo de Haan, Jan Willem van den End |
Apr 2022 | Policy Brief | No 309 | The low-carbon transition, climate commitments and firm credit risk | Sante Carbone, Margherita Giuzio, Sujit Kapadia, Johannes Sebastian Krämer, Ken Nyholm, Katia Vozian |
Apr 2022 | Policy Brief | No 308 | Investor demand in syndicated bond issuances: stylised facts | Martin Hillebrand, Marko Mravlak, Peter Schwendner |
Mar 2022 | Policy Brief | No 297 | Central banks’ in-house credit assessment systems – supporting the Eurosystem’s response to the pandemic and its climate change action plan | Aviram Levy, Florian Resch, Anna Maria Rossi, Stephan Sauer |
Mar 2022 | Policy Brief | No 292 | The role of systemic risk spillovers in the transmission of Euro Area monetary policy | Alexandros Skouralis |
Feb 2022 | Policy Brief | No 282 | Lessons from estimating the average option-implied volatility term-structure for the Spanish banking sector | Maria T. Gonzalez-Perez |
Feb 2022 | Policy Brief | No 281 | GDP-linked bonds and the fear of ambiguity | Deniz Igan, Taehoon Kim, Antoine Levy |
Feb 2022 | Policy Brief | No 280 | Are complex banking groups riskier? | Isabel Argimón, María Rodríguez-Moreno |
Feb 2022 | Policy Brief | No 269 | Recovery as a springboard for change | Debora Revoltella, Tessa Bending, Atanas Kolev |
Jan 2022 | Policy Brief | No 258 | Why have interest rates fallen far below the return on capital? | Magali Marx, Benoît Mojon, François R. Velde |
Dec 2021 | Policy Brief | No 254 | What explains the emergence and diffusion of climate-related financial policies in G20 countries? | Paola D’Orazio |
Dec 2021 | Policy Note | No 260 | Identifying lessons from the current crisis for the prudential framework of the banking system | Pablo Hernández de Cos |
Nov 2021 | Policy Brief | No 231 | A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector | Francesco Meglioli, Stephanie Gauci |
Nov 2021 | Policy Brief | No 228 | The effect of monetary policy on stock market valuation is maybe not what you think | Olli-Matti Laine |
Nov 2021 | Policy Brief | No 223 | A taxonomy of sustainable finance taxonomies | Torsten Ehlers, Diwen Gao, Frank Packer |
Nov 2021 | Policy Brief | No 214 | How do Loan-to-Value Caps Impact Bank Lending and Credit Spillover? | Selva Bahar Baziki, Tanju Çapacıoğlu |
Nov 2021 | Policy Brief | No 213 | The role of prudential policy in addressing climate change | Fernando Restoy |
Oct 2021 | Policy Brief | No 207 | The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls | Philippe Bacchetta, Rachel Cordonier, Ouarda Merrouche |
Oct 2021 | Policy Brief | No 202 | Revisiting the link between government debt and sovereign interest rates in the euro area | Stéphanie Pamies, Nicolas Carnot, Anda Pătărău |
Oct 2021 | Policy Brief | No 195 | Is window dressing by banks systemically important? | Luis Garcia, Ulf Lewrick, Taja Sečnik |
Sep 2021 | Policy Brief | No 186 | Prudential responses to COVID-19 in G20 countries: a missed opportunity to enhance "green" financial policy and regulations? | Paola D’Orazio |
Sep 2021 | Policy Brief | No 185 | The grocery trolley race in times of Covid-19. Evidence from Italy | Emanuela Ciapanna, Gabriele Rovigatti |
Sep 2021 | Policy Brief | No 181 | A liquidity risk early warning indicator for Italian banks: a machine learning approach | Maria Ludovica Drudi, Stefano Nobili |
Aug 2021 | Policy Brief | No 168 | Monetary Gold and Central Bank Capital | Kenneth Sullivan |
Aug 2021 | Policy Brief | No 161 | Banks’ complexity-risk nexus and the role of regulation | Natalya Martynova, Ursula Vogel |
Aug 2021 | Policy Brief | No 158 | Bank pricing of corporate loans | Márcio Mateus, Tiago Pinheiro |
Aug 2021 | Policy Brief | No 152 | Patchy data is a good start: from Kuznets and Clark to supervisors and climate | Frank Elderson |
Aug 2021 | Policy Brief | No 147 | Proportionality in banking regulation: who, what and how? | Raihan Zamil |
Aug 2021 | Policy Brief | No 143 | The dynamics of macroeconomic downside risk | By Davide Delle Monache, Andrea De Polis and Ivan Petrella |
Jul 2021 | Policy Brief | No 137 | Euro area equity risk premia and monetary policy | Daniel Kapp, Kristian Loft Kristiansen |
Jul 2021 | Policy Brief | No 127 | Women and Monetary Policy | Paola Profeta |
Jul 2021 | Policy Brief | No 120 | What is the true resilience of our financial systems to climate change with the buffers we currently have? | Alejandro Díaz de León |
Jun 2021 | Policy Brief | No 118 | The reduction in homeownership rates for the young | Gonzalo Paz-Pardo |
Jun 2021 | Policy Brief | No 115 | Understanding the financial risks of nature loss: exploring policy options for financial authorities | Katie Kedward, Josh Ryan-Collins, Hugues Chenet |
Jun 2021 | Policy Brief | No 112 | Fund Cross-Holdings and Financial Stability | Daniel Fricke, Hannes Wilke |
Jun 2021 | Policy Brief | No 106 | What consumption habits tell us about the joint dynamics of government bond yields and stock prices internationally | Thomas Nitschka, Shajivan Satkurunathan |
May 2021 | Policy Brief | No 94 | Climate risks and collateral: a methodological experiment | Pierre-François Weber, Bünyamin Erkan, Antoine Oustry, Romain Svartzman |
Apr 2021 | Policy Brief | No 79 | A New Measure of Synthetic Leverage | Daniel Fricke |
Apr 2021 | Policy Note | No 232 | The Macroeconomics of Covid-19 Leverage | Théophile Jégard, Simon Ray |
Apr 2021 | Policy Brief | No 75 | Europe: the shock of Covid-19 and the fear of accelerated zombification | Hélène Baudchon, Louis Boisset, Guillaume Derrien, Kenza Charef |
Apr 2021 | Policy Brief | No 72 | Uncertainty Is Not an Excuse. Integrating Climate Risks into Monetary Policy Operations and Financial Supervision | Julia Anna Bingler, Chiara Colesanti Senni, Pierre Monnin |
Apr 2021 | Policy Note | No 231 | The challenges to the banking sector a year after the outbreak of the COVID-19 pandemic | Pablo Hernández de Cos |
Apr 2021 | Policy Brief | No 61 | A backstop liquidity facility for a greener economy | Eric Jondeau, Benoit Mojon, Cyril Monnet |
Mar 2021 | Policy Brief | No 56 | On the Origin of Systemic Risk | Mattia Montagna, Giovanni Covi, Gabriele Torri |
Mar 2021 | Policy Brief | No 54 | Are lower bank capital requirements an efficient policy tool for supporting credit to SMEs? | Michel Dietsch, Henri Fraisse, Mathias Lé, Sandrine Lecarpentier |
Mar 2021 | Policy Note | No 226 | Greening the UK financial system – a fit for purpose approach | Yannis Dafermos, Daniela Gabor, Maria Nikolaidi, Frank van Lerven |
Jan 2021 | Policy Note | No 216 | Capital 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 2020 | Policy Note | No 210 | On the risk-adjusted performance of machine learning models in credit default prediction | Andres Alonso, Jose Manuel Carbo |
Nov 2020 | Policy Note | No 206 | Cyber risk in the financial sector | Iñaki Aldasoro, Jon Frost, Leonardo Gambacorta, Thomas Leach, David Whyte |
Jun 2020 | Policy Note | No 180 | Which factors drive consumers to adopt crypto-assets? Results from an Austrian survey | Helmut Stix |
May 2020 | Policy Note | No 169 | Making banking integration work for better risk sharing in the eurozone: the role of cross-border banking consolidation | Mathias Hoffmann |
May 2020 | Policy Note | No 168 | Cross-border consolidation in the European banking sector: between dreams and reality | Jan Van Hove |
Apr 2020 | Policy Note | No 156 | Navigation tools in the semi-normal corona era | Andy Langenkamp |
Feb 2020 | Policy Note | No 133 | Making sure your bot colleague is less biased than you! | Frank De Jonghe |
Nov 2019 | Policy Note | No 115 | Putting macroprudential policy to work: a case study on the Dutch housing market | Paul Hilbers, Marco van Hengel |
Sep 2019 | Policy Note | No 103 | Non-banks in the EU: ensuring a smooth transition to a Capital Markets Union | Fatima Pires |
Sep 2019 | Policy Note | No 97 | Strengthened EU fiscal framework: fiscal discipline versus economic stabilization | Bernhard Grossmann, Gottfried Haber |
Sep 2019 | Policy Note | No 96 | Reconciling risk sharing with market discipline: A constructive approach to euro area reform | Isabel Schnabel |
Jul 2019 | Policy Note | No 86 | Regulatory complexity and the quest for robust regulation | Prasanna Gai, Malcolm Kemp, Antonio Sánchez Serrano, Isabel Schnabel |
Jun 2019 | Policy Note | No 80 | A products and activities approach to managing risk in asset management | Barbara Novick |
Apr 2019 | Policy Note | No 65 | A New Horizon | Mark Carney |
Mar 2019 | Policy Note | No 61 | Beyond voluntary disclosure: why a ‘market-shaping’ approach to financial regulation is needed to meet the challenge of climate change | Josh Ryan-Collins |
Sep 2018 | Policy Note | No 42 | Preserving regulatory certainty: The review of insurers’ capital requirements | Gabriel Bernardino |
Sep 2018 | Policy Note | No 41 | Central banks should reflect climate risks in monetary policy operations | Pierre Monnin |
Apr 2018 | Policy Note | No 30 | In the euro area, discipline is of the essence, but risk-sharing is no less important | Daniel Daianu |
Feb 2018 | Policy Note | No 27 | Euro area quantitative easing: Large volumes, small impact? | Daniel Gros |
Feb 2018 | Policy Note | No 26 | Comparability of Basel risk weights in the EU banking sector | Zsofia Döme, Stefan Kerbl |
Nov 2017 | Policy Note | No 21 | Risk sharing in EMU: key insights from a literature review | Demosthenes Ioannou, David Schäfer |
Jan 2017 | Policy Note | No 10 | Bail-ins: Issues of Credibility and Contagion | Clas Wihlborg |
Apr 2016 | Policy Note | No 5 | Some seeming paradoxes or interesting points of Russia’s economy and banking sector | Stephan Barisitz |