Factsheets

EBA Research Workshop presentation analysing mortgage risk specialisation under Basel II, focusing on residential mortgage market risks, capital requirement heterogeneity, and post-crisis regulatory impacts.

EBA Research Workshop presentation by Bank of England’s Nicola Garbarino analysing EU banks’ interconnectedness with shadow banking entities using new EU-wide exposure data to assess systemic risks.

EBA workshop presentation by Prometeia analysing the sustainability of European banks' business models, covering regulatory frameworks, data methodology, performance analysis, and peer group identification under 21st-century challenges.

ECB discussant Klaus Düllmann presents findings on mortgage risk specialization under Basel II, analyzing how IRB models influence bank pricing, loan portfolio shifts, and regulatory cost pass-through at the 2016 EBA Policy Research Workshop.

EBA Research Workshop 2016 presentation by Massimiliano Rimarchi analysing key drivers of peer-to-peer lending expansion in US counties, including bank weakness, market structure, and socio-economic factors, based on Prosper and Lending Club data.

Study analysing how Basel II’s internal models vs. standardised approach for mortgage risk weights led to risk specialisation and systemic concentration of high-risk mortgages in UK lenders with less sophisticated risk management, impacting capital framework design.

EBA workshop presentation analysing how competition among Norwegian banks influences loan portfolio risk-taking over 23 years, assessing stability impacts and franchise value effects under the competition-fragility hypothesis.

EBA guidelines specifying corrections to modified duration calculations for debt instruments under Regulation (EU) 575/2013 to account for prepayment risk, applicable to competent authorities and financial institutions for own funds requirements under the standardized approach.

Letter to O Guersent, re Request for revised deadlines in the CRR for the delivery of draft technical standards

Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24)

EBA Decision EU-wide stress test in 2017 (EBA-2016-D-1062)

EBA report on liquidity measures and the review of the phase-in of the liquidity coverage requirement (EBA-Op-2016-22)

Minutes

Consultation Paper on Guidelines on supervision of significant branches (EBA-CP-2016-24)

EBA Report on Covered Bonds (EBA-Op-2016-23)