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...
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...
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...
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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