Session II Dale Gray.pdf
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.
Professional Workshop Tomiyuki Kitamura.pdf
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.
Session VI Mario Quagliariello.pdf
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.pdf
Public meetings - Andrea Enria - Oct - Dec 2016
Berg, Brinkmann, Koziol, 2016, Who do borrowers borrow from Evidence from multi-bank relationships.pdf
Deutsche Bundesbank discussion paper analysing determinants of bank lending decisions in multi-bank relationships, focusing on diversification, internal probability of default estimates, and relationship scope using German credit registry data.
Opinion on improving decision-making for supervisory reporting (EBA-Op-2017-03).pdf
Opinion on improving decision-making for supervisory reporting (EBA-Op-2017-03)
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01).pdf
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01)
Mapping template LCR disclosure vs LCR supervisory reporting.xlsx
Mapping template LCR disclosure vs LCR supervisory reporting
SMSG-Advice on suitability and KFH.pdf
Securities and Markets Stakeholder Group (SMSG) advice to ESMA and EBA on draft guidelines for assessing suitability of management body members and key function holders under CRD IV and MiFID II, addressing proportionality, collective suitability, and alignment with national laws and governance models.
EBA Opinion on transitional arrangements and credit risk adjustments due to the introduction of IFRS 9 (EBA-Op-2017-02).pdf
EBA Opinion on transitional arrangements and credit risk adjustments due to the introduction of IFRS 9 (EBA-Op-2017-02)
EBA Report results from the 2016 high default portfolio exercise - March 2017.pdf
EBA Report results from the 2016 high default portfolio exercise - March 2017.pdf
EBA Report results from the 2016 market risk benchmarking exercise - March 2017.pdf
EBA Report results from the 2016 market risk benchmarking exercise - March 2017.pdf
EBA_2014_00050000_SV.pdf
EBA recommendations on asset quality reviews for EU banks to standardize risk assessment, credit portfolio evaluation, and capital provisions, ensuring consistent practices across national authorities and supporting the Single Supervisory Mechanism.