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Macroprudential policy at the ECB : institutional framework, strategy, analytical tools and policies
Constâncio, Vítor (ed.); Cabral, Inês (contributor);  … - 2019
later conferred on the ECB by the Single Supervisory Mechanism (SSM) Regulation. The paper describes the ECB …
Persistent link: https://www.econbiz.de/10012033308
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The ESRB at 1
Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012
forthcoming challenges for the ESRB and macroprudential supervision at large. This SUERF Study forms the conference proceedings … on 8-9 November 2011. The purpose of this event was to take stock of first experiences with the ESRB; to discuss current … issues in the field of macroprudential supervision, including the integration of macro-financial elements into macroeconomic …
Persistent link: https://www.econbiz.de/10011711529
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - 2021
In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...
Persistent link: https://www.econbiz.de/10012519357
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Transatlantic systemic risk
Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2013 - This version: June 12, 2013
In this paper we study systemic risk for the US and Europe. We show that banks' exposures to common risk factors are crucial for systemic risk. We come to this conclusion by first showing that relations between US and European banks are smaller than within each region. We then show that European...
Persistent link: https://www.econbiz.de/10009784871
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Towards a Macroprudential Policy in the EU : Main Issues
Gualandri, Elisabetta - 2014
Single Supervisory Mechanisms, SSM, the definition of the role of the ECB and of ESRB as far as macroprudential policy is … SSM is facing: to achieve comprehensive, rational, effective and efficient supervision, avoiding overlapping of … and the introduction, in 2011,of a macroprudential supervisory pillar based on the European Systemic Risk Board, ESRB …
Persistent link: https://www.econbiz.de/10013043013
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Transatlantic systemic risk
Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2012
In this paper we study systemic risk for North America and Europe. We show that banks' exposures to common risk factors are crucial for systemic risk. We come to this conclusion by first showing that relations between North American and European banks are smaller than within each region. We then...
Persistent link: https://www.econbiz.de/10009704666
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The response of the European Central Bank to the current pandemic crisis : monetary policy and prudential banking supervision decisions
Gortsos, Christos V. - 2020
Mechanism (SSM), with particular emphasis on the treatment of non-performing loans (NPLs). Its specific contribution to … financial macro-prudential oversight within European Systemic Risk Board (ESRB) is also highlighted …
Persistent link: https://www.econbiz.de/10012431530
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Market Perceptions of US and European Policy Actions Around the Subprime Crisis
Grammatikos, Theoharry - 2013
This paper explores the impacts of key policy actions by US and European authorities on stock returns of systemically important banks in Europe and US around the subprime crisis. We find that the US policy announcements had a stronger impact on the European and US banking industry than the...
Persistent link: https://www.econbiz.de/10013090422
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On the Optimal Control of Interbank Contagion in the Euro Area Banking System
Fukker, Gábor; Kok, Christoffer - 2021
In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...
Persistent link: https://www.econbiz.de/10013226863