Our Staff Paper Series (SPS) provide a platform for EBA staff to disseminate research and thematic analyses to a wider public. They include selected studies on financial regulation, supervisory policy and legal issues of general interest with the aim of stimulating discussion and public debate.
The EBA Staff Papers are also available on the EBA eJournal of the SSRN Research Paper Series. You can access them and subscribe to the eJournal here.
| Date | Number | Publication | |
|---|---|---|---|
| July 2021 | DZ-AH-21-004-EN-N | A universal stress scenario approach for capitalising non-modellable risk factors under the FRTB - Martin Aichele, Marco Giovanni Crotti, and Benedikt Rehle | |
| May 2021 | DZ‐AH‐21‐003‐EN‐N | Testing capacity of the EU banking sector to finance the transition to a sustainable economy - Slavka Eley | |
| April 2021 | DZ-AH-21-002-EN-N | Window dressing systemic importance: evidence from EU banks and the G-SIB framework - Luis Garcia, Ulf Lewrick, and Taja Sečnik | |
| January 2021 | DZ-AH-21-001-EN-N | The estimation risk and the IRB supervisory formula - Simone Casellina, Simone Landini and Mariacristina Uberti |
|
| October 2020 | DZ‐AH‐20‐005‐EN‐N | Time to go beyond RWA variability for IRB banks: an empirical analysis - Francesco Cannata, Simone Casellina and Gaetano Chionsini | |
| September 2020 | DZ‐AH‐20‐004‐EN‐N | What are the determinants of MREL – eligible debt yields? - María Rocamora, Nuria Suárez and Manuel Monjas | |
| June 2020 | DZ-AH-20-003-EN-N | Digital currencies in financial networks - Olli Castrén, Ilja Kristian Kavonius, Michela Rancan | |
| 24 February 2020 | DZ-AH-20-002-EN-N | Potential regulatory obstacles to cross-border and acquisitions in the EU banking sector - Anna Gardella, Massimiliano Rimarchi, Davide Stroppa | |
| 28 January 2020 | DZ-AH-19-003-EN-N | Sustainable finance: market practices - Adrienne Coleton, Maria Font Brucart, Pilar Gutierrez, Fabien Le Tennier, Christian Moor | |
| 15 January 2020 | DZ-AH-20-001-EN-N | Applying the pre-commitment approach to bottom up stress tests: a new old story – Simone Casellina, Giuseppe Pandolfo, Mario Quagliariello | |
| July 2019 | DZ-AH-19-002-EN-N | Are stress tests beauty contests? - Mario Quagliariello | |
| 26 March 2019 | DZ-04-19-333-EN-N | EU banks journey towards an enhanced capital framework - Alessandra Melis, Katrin Weissenberg | |
| 21 June 2018 | DZ-AH-18-002-EN-N | Identification of EU bank business models - Marina Cernov, Teresa Urbano | |
| 21 June 2018 | DZ-AH-18-001-EN-N | Sharing the Pain Credit Supply & Real Effects of Bank Bail-ins - Thorsten Beck, Samuel Da-Rocha-Lopes, André Silva | |
| Date | Publication |
|---|---|
| 04 September 2017 | Harmonisation and standardisation of synthetic securitisations - Christian Moor and Massimiliano Rimarchi |
| 05 July 2017 | Completing the Repair of the EU Banking Sector - A Critical Review of an EU Asset Management Company, Andrea Enria, Piers Haben and Mario Quagliariello |
| 20 February 2017 | Why the EU needs an asset management company, Piers Haben, Mario Quagliariello |
| 08 July 2016 |
Sovereign Risk: black swans and white elephants, Andrea Enria, Adam Farkas and Lars Jul Overby |