Factsheets

Analysis by Professor Emilios Avgouleas on inconsistencies in EU prudential regulations and challenges in federalized bank supervision under the Single Supervisory Mechanism (SSM), CRR, and CRDIV, highlighting legal complexity and obstacles to centralized supervision and market integration.

EBA policy expert comments on a research paper analysing the credibility of deposit insurance during Portugal’s sovereign crisis and Cyprus’s bailout, assessing its impact on depositor behavior and relevance for the European Deposit Insurance Scheme discussions.

Study analysing how Belgium’s 2006 Allowance for Corporate Equity (ACE) tax reform affected cross-border credit supply, showing increased lending by Belgian banks, lower loan spreads, and stronger effects for safer borrowers and less restrictive markets.

Banque de France-ACPR study analysing how internationalization and business models influence bank capital structure, using data on foreign banks in France (1999–2015) under Basel III and post-crisis regulatory frameworks.

EBA-affiliated study analysing how interest rates and capital requirements impact the performance of different bank business models (commercial, universal, trading) from 2005–2016, highlighting non-linear effects and crisis resilience benefits of higher capital buffers.

EBA 2018 policy research analysing how the European Banking Union acts as a shock absorber in regional financial crises, comparing EU and US responses to localized shocks like Ireland, Spain, and Florida.

Danmarks Nationalbank presentation at the 2018 EBA Policy Research Workshop analysing country heterogeneity in capital buffer calibration for Other Systemically Important Institutions (O-SIIs) and assessing EU-wide consistency in buffer setting guidelines.

EBA workshop presentation analysing legal and prudential barriers to banking sector integration in the Euroarea, focusing on CRR options, SSM Regulation, ECB guidelines, and intra-group exposures under EU law.

EBA 2018 workshop paper analysing EU sovereign-bank network risks, home bias in bank sovereign holdings, and the impact of diversification requirements on tail risk in major EU banks' portfolios.

EBA Policy Research Workshop 2018 discussion by Banco de Portugal on regulatory reforms for euro area banks' sovereign bond holdings – analysing price-based vs quantity-based tools to reduce concentration and credit risk, and their impact on portfolio adjustments and capital requirements.

EBA 2018 workshop paper analysing how interest rates and capital requirements affect bank performance across business models (commercial, universal, trading) in OECD countries, with findings on crisis resilience and profitability differences.

EBA analysis by Marco Lombardi and co-authors examining why bank lending rates diverged from policy rates post-2008 financial crisis, focusing on the impact of bank funding costs and breakdown in rate relationships.

ECB study analysing interest rate risk distribution in the European banking sector, covering cross-country exposure variations, mortgage market impacts, hedging via derivatives, and policy implications for monetary transmission and financial stability.

Central Bank of Ireland analysis on post-crisis shifts in international bank flows and business models, assessing reduced cross-border activity, increased domestic focus, and regulatory impacts on euro area banks' resilience and risk-sharing within the Banking Union.

EBA study analysing country heterogeneity in capital buffer calibration for Other Systemically Important Institutions (OSIIs), modelling buffer assignment as a Nash bargaining problem and quantifying €83bn in additional capital requirements across 186 European banks under Basel III rules.