Artículo de revista ; This article analyzes the data on credit exposures and risk weighted assets (RWAs) disclosed by the European Banking Authority as result of the comprehensive assessment of European banks in 2014. We examine the sectoral composition of the credit portfolio and study...

Artículo de revista

Artículo de revista ; Financing conditions for households and businesses have remained accommodating in the second half of 2020, assisted by the support measures introduced by the economic and monetary authorities to contend with the fallout of the COVID-19 pandemic. However, there are signs of...

Este artículo contiene el primer análisis del Banco de España sobre el impacto en el sector bancario de los riesgos de transición energética, utilizando para ello su marco interno de pruebas de resistencia Forward Looking Exercise on Spanish Banks (FLESB). Se consideran distintos escenarios...

This article contains the Banco de España’s initial analysis of the energy transition risks’ impact on the banking sector, using its Forward Looking Exercise on Spanish Banks (FLESB) in-house stress-testing framework. Different macroeconomic scenarios, linked to higher prices and the...

Las autoridades prudenciales bancarias de un gran número de jurisdicciones restringieron el reparto de beneficios tras el inicio de la pandemia de COVID-19, con objeto de reforzar la generación orgánica de capital y fortalecer la solvencia de las entidades. En este trabajo se analiza si las...

Banking prudential authorities in a large number of jurisdictions restricted payouts after the onset of the COVID-19 pandemic, with the aim of bolstering organic capital generation and strengthening banks’ solvency. This paper analyses whether market reactions around the dates of the...

This paper presents the Banco de España’s reference framework for the analysis of macroeconomic and financial risk, and the impact of the materialisation of this risk on financial stability and the real economy. The framework encompasses a broad set of empirical and theoretical models and...

Este documento presenta el marco de referencia del Banco de España para el análisis del impacto de la materialización de riesgos macroeconómicos y financieros sobre la actividad real y la estabilidad financiera. Este marco incluye un amplio conjunto de modelos y métodos, tanto empíricos...