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7 avr. 2023
Climate Stress Testing
This paper that explores the design of #climate#stresstests to assess #macroprudential#risks from #climatechange in the #financialsector....
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8 févr. 2023
Macroprudential Regulation: A Risk Management Approach
Proposes a set of novel modeling mechanisms to regulate the size of banks' macroprudential capital buffers by using market-based...
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21 sept. 2022
How to Release Capital Requirements During a Pandemic? Evidence from Euro Area Banks
"... requirement releases are more effective for banks with a low capital headroom over requirements and do not trigger additional...
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17 juin 2022
The Next Decade of EU Macroprudential Policy
"This paper presents an overview of key proposals formulated by the European Systemic Risk Board (ESRB), the European Banking Authority...
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9 févr. 2022
The Rising Interconnectedness of the Insurance Sector
"We develop a measure of connectedness using a multifactor model of weekly equity returns. The empirical analysis is conducted from 1973...
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