2008 2018 Ten years of IRB Time to go beyond the RWA variability.pdf
EBA staff paper analysing risk-weighted assets (RWA) variability in IRB banks under Basel II, assessing warranted vs. unwarranted differences, and proposing a shift toward economic interpretation of risk measures beyond simple cross-bank comparisons.
What are the determinants of MREL -eligible debt yields.pdf
EBA staff paper analysing the determinants of MREL-eligible debt yields in the EU banking sector (2009–2019), assessing risk sensitivity, market discipline, and the impact of BRRD, systemic importance, and monetary policies on bond yields.
Digital currencies in financial networks.pdf
Digital currencies in financial networks
Potential obstacles M&A.pdf
Potential regulatory obstacles to cross-border and acquisitions in the EU banking sector
Sustainable finance Market practices.pdf
Sustainable finance Market practices
Applying the Pre-Commitment Approach to bottom up stress tests a new old story.pdf
Applying the Pre-Commitment Approach to bottom up stress tests a new old story
Are stress tests beauty contests.pdf
Are stress test beauty contests
EU banks journey towards an enhanced capital framework - March 2019.pdf
EBA staff paper analysing EU banks' capital positions under the enhanced Pillar 2 framework since 2014, assessing capital margins above regulatory requirements (P2R, P2G) and solvency trends based on 2017 supervisory data.
Identification of EU bank business models - Marina Cernov, Teresa Urbano - June 2018.pdf
EBA staff paper proposing a novel mixed-method approach to classify EU bank business models, combining qualitative supervisory expertise with quantitative indicators to enhance regulatory impact assessment, risk analysis, and proportional supervision under the EU framework.