Mapping the interconnectedness between EU banks and shadow banking entities.pdf
EBA and ESRB research paper mapping financial linkages between EU banks and shadow banking entities to assess systemic risks, cross-border spillovers, and interconnectedness gaps revealed by the 2008 financial crisis.
EBA Opinion on measures in accordance with article 458 (EBA-Op-2017-04).pdf
EBA Opinion on measures in accordance with article 458 (EBA-Op-2017-04)
Notified O-SIIs to the EBA (2016).xlsx
Notified O-SIIs to the EBA (2016)
Vacancy notice.pdf
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.
Session II Olivier de Bandt.pdf
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).
Session I Stefan Schmitz.pdf
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).
Session I Maral Shamloo.pdf
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.
Session V Robert Bichsel.pdf
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.
Professional Workshop Elizaveta Danilova.pdf
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.
Session V Eric Wong.pdf
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.