Factsheets

EBA vacancy notice for a Seconded National Expert in retail banking and payments to support PSD2 implementation, consumer protection, and financial innovation monitoring under EU regulatory frameworks.

EBA-IMF colloquium presentation by Olivier de Bandt (ACPR) on stress testing advancements, covering financial network contagion modeling, behavioral responses, bank-insurance interconnections, and applications to EBA stress tests with liquidity shock extensions (2017).

EBA-IMF colloquium presentation by Oesterreichische Nationalbank on enhancing stress tests with macroprudential elements, covering solvency-liquidity interactions, funding costs, and feedback effects between shocks, lending, and economic growth (2017).

IMF-EBA joint colloquium presentation on a stress testing tool integrating liquidity and solvency risks to model bank runs and funding stress, addressing gaps in existing approaches and differentiating bank fundamentals.

EBA-IMF colloquium presentation on stress testing and macroprudential policy, focusing on interest rate risk in low-rate environments, methodology design for non-linearities, and scenario calibration for bank resilience and monetary policy assessment.

EBA workshop presentation by Elizaveta Danilova analysing 2017 stress-test results for Russia’s mortgage market, covering top banks, LTV/PTI loan risks, macroeconomic scenarios, and capital adequacy impacts under adverse conditions.

EBA-IMF colloquium presentation by Hong Kong Monetary Authority analysing how loan-to-value (LTV) policy caps strengthen bank resilience to property price shocks, focusing on household leverage, credit growth, and default risk under macro stress scenarios.

IMF presentation on systemic risk analysis in banking and sovereign sectors using Contingent Claims Analysis (CCA), macro-financial feedback loops, agent-based modeling, and solvency/liquidity models to assess credit channel impacts and economic activity.

Bank of Japan’s 2017 macro stress testing framework – evaluates resilience of 371 financial institutions (including major and regional banks) to systemic risks, publishes aggregate results semiannually in the Financial System Report, and supports financial stability communication.

EBA and IMF joint colloquium presentation by Mario Quagliariello exploring key debates on stress testing design, including pass/fail criteria, transparency risks, model reliability, scenario credibility, and risk coverage for EU and US banks.

Public meetings - Andrea Enria - Oct - Dec 2016