Under the Single Supervisory Mechanism (SSM) introduced in 2014, the European Central Bank directly supervises …

, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …

We study the vulnerability of 130 banks directly supervised by the European Central Bank's Single Supervisory Mechanism … healthier segments of the economy. But instead of emphasising bank recapitalisation, as in past years, we believe the task is to …