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Profitability and balance sheet repair of Italian banks

19 August 2016papersNo Comments

The IMF paper investigates quantitatively the current and prospective earnings capacity of Italian banks. According to the authors, the system is on the whole profitable, but there is significant heterogeneity...

Results of the EBA stress test

1 August 2016news, supervisionNo Comments

Although there was no threshold, the exercise revealed capital weaknesses in some banks. Amongst the more weaker banks have been Monte Dei Paschi, Raiffeisen Zentralbank, Banco Popular, Allied Irish Bank,...

Sovereign and banking risks: what policies?

5 July 2016financial stability, papers, publicationsNo Comments

The issue of the Europeeye publication "European Economy" discusses the loop between sovereign and banking risks and the pros and cons of a tighter regulatory framework for banks’ sovereign exposures. It takes...

European banking supervision: the first eighteen months

8 June 2016analysis, banking union, publications, supervisionNo Comments

The Bruegel report is an in-depth early assessment of how the Single Supervisory Mechanism works in practice since its official start in November 2014. The authors found European banking supervision to be broadly effective, tough,...

Where did the Greek bailout money go?

4 May 2016analysis, financial crisis, papersNo Comments

The paper provides a descriptive analysis of where the Greek bailout money went since 2010 and finds that, contrary to widely held beliefs, less than 5% of the overall programme...

Why bank capital matters for monetary policy

7 April 2016papersNo Comments

In their paper the authors found that higher bank capital is associated with greater lending, and that the mechanism involved in this channel is the lower funding costs associated with better capitalised...

BIS says to complete regulatory reform agenda in 2016

5 April 2016news, regulation, speechesNo Comments

Secretary General William Coen in a speech said that one of the main goals is to address excessive variability in risk-weighted assets modelled by banks. He also said that the BCBS defines...

BCBS report on risk-weighted assets in the banking book

1 April 2016documents, regulation, reportsNo Comments

The report finds a reasonable relationship between estimates of probabilities of default and actual default rates. It also evaluates the variability in estimates of exposure at default for all asset...

ECB annual report on supervisory activities

23 March 2016news, reports, supervisionNo Comments

The European Central Bank published its' second report on supervisiory activities, giving an overview on the organisational set-up, financial stability issues, proceedings and the Single Supervisory Mechanism as well as legal...

Crisis transmission through the global banking network

18 March 2016financial crisis, financial stability, papersNo Comments

The authors find that a larger number of direct loan exposures to bank borrowers in countries experiencing systemic banking crises reduces bank returns and the granting of large corporate loans. On...

Bank solvency and funding cost

15 March 2016others, papersNo Comments

The authors examine the sensitivity of bank funding cost to solvency measures. They find that solvency is negatively and significantly related to measures of funding cost, whereas the relationship is stronger...

Uneasy calm gives way to turbulence

6 March 2016analysis, news, reportsNo Comments

In its' quarterly review the Bank for International Settlements analyses international banking and financial market developments, warning that there is a gathering storm in the global economy, in part caused by...

Fiscal sustainability and the financial cycle

4 March 2016financial stability, others, papersNo Comments

The authors look at channels through which financial cycles flatter fiscal accounts. They focus on how to estimate more reliable cyclically adjusted fiscal balances to take into account the nexus between the financial cycle...

Benefits and costs of higher capital requirements for banks

1 March 2016papers, regulationNo Comments

The author derives new estimates of the likely economic losses both from banking crises and from increasing bank capital requirements. According to the paper, a socially optimal level of bank capital...

research

n e w s l e t t e r
get quarterly info

Profitability and balance sheet repair of Italian banks

Results of the EBA stress test

Sovereign and banking risks: what policies?

European banking supervision: the first eighteen months

Where did the Greek bailout money go?

Why bank capital matters for monetary policy

BIS says to complete regulatory reform agenda in 2016

BCBS report on risk-weighted assets in the banking book

ECB annual report on supervisory activities

Crisis transmission through the global banking network

Bank solvency and funding cost

Uneasy calm gives way to turbulence

Fiscal sustainability and the financial cycle

Benefits and costs of higher capital requirements for banks

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