integration of new datasets and model validation efforts as well as the expanded use of stress-testing methodologies in risk and …

-SII) buffer, on banks' lending and risk-taking behaviour. The O-SII buffer is a macroprudential policy aiming to increase banks … the relative attractiveness of different asset classes, a higher capital requirement could also lead to risk-shifting and … therefore promote the build-up (or deleverage) of banks' risk-taking. Since the end of 2015, national authorities, under the EBA …

risk as the Basel process unfolds. Most strikingly, we find that the exposure to systemic risk as measured by SRISK has … in containing systemic risk for the majority of European banks but not for the largest and most risky institutions. In … the second part we analyze the drivers of systemic risk. We find compelling evidence that the increase in exposure to …

risk as the Basel process unfolds. Most strikingly, we find that the exposure to systemic risk as measured by SRISK has … in containing systemic risk for the majority of European banks but not for the largest institutions. In the second part … we analyse the drivers of systemic risk. We find compelling evidence that the increase in exposure to systemic risk …

risk as the Basel process unfolds. Most strikingly, we find that the exposure to systemic risk as measured by SRISK has … in containing systemic risk for the majority of European banks but not for the largest institutions. In the second part … we analyse the drivers of systemic risk. We find compelling evidence that the increase in exposure to systemic risk …

financial macro-prudential oversight within European Systemic Risk Board (ESRB) is also highlighted …

head- room over requirements and did not trigger additional risk-taking. These findings provide key insights on how to …