Publications

European Central Bank and European Stability Mechanism analysis on supervisory capital add-ons for banks using Internal Ratings-Based (IRB) models – examines drivers, data, and implications for risk underestimation and capital requirements under the Single Supervisory Mechanism (SSM).

EBA Policy Research Workshop presentation by the Bank for International Settlements analysing the trade-off between bank efficiency and financial stability, examining regulatory impacts on systemic risks, too-big-to-fail reforms, and the economic costs of large bank failures.

ECB presentation at the 2024 EBA Policy Research Workshop analysing contagion risks from market price impact using a price-at-risk model, quantile regression, and system-level components to assess financial stability.

EBA Policy Conference 2024 paper analysing data protection challenges in the Digital Euro proposal, comparing privacy regimes of cash, digital currencies, and stablecoins, with a focus on anonymity and decentralisation.

EBA 2024 Policy Research Workshop discussion by Cyril Pouvelle (ACPR) analysing how liquidity shocks in bond ETFs holding illiquid corporate bonds transmit to underlying markets, focusing on fire sales, authorised participants' role, and policy implications.

Study by UCLA Anderson and CEPR analysing diverging deposit rates among major banks in 2024, highlighting spreads up to 4.3% and macroeconomic implications of banking sector heterogeneity.

EBA workshop presentation analysing how SupTech (supervisory technology) enhances bank supervision by identifying financial distortions, based on research by KU Leuven, BIS, and Banco Central do Brasil.

EBA 2024 Policy Research Workshop keynote by Banca d’Italia’s Chiara Scotti analysing interconnectedness risks in corporate bond markets, non-bank finance, third-party IT providers, and climate change impacts on financial stability and regulation.

EBA discussion paper analysing drivers of supervisory capital add-ons for banks under SSM supervision (2014–2020), focusing on internal model deficiencies, IRB approaches, and Capital Requirements Regulation compliance to assess risk-weighted asset impacts and model risk determinants.

Analysis by Jonathan Acosta-Smith discussing Tirupam Goel's paper on banking regulation trade-offs between efficiency and systemic risk, exploring optimal capital requirements and bank size in a macroeconomic model.

EBA 2024 Policy Research Workshop discussion on ethical and regulatory challenges of AI and big data in Open Banking, highlighting risks of inferring protected characteristics from transaction data and implications for privacy, fairness, and supervision in credit scoring.

EBA 2024 Policy Research Conference presentation analysing investor attention to bank risk during the 2023 US bank runs, focusing on how market perceptions evolved using stock returns and balance sheet data.

EBA workshop presentation analysing the Digital Euro proposal’s compliance with EU data protection and privacy frameworks, focusing on personal data processing risks and fundamental rights under GDPR and related regulations.

EBA presentation analysing risks of Big Data and AI in Open Banking under PSD2, focusing on algorithmic bias, financial vulnerability profiling, and regulatory challenges in credit assessment for disadvantaged groups.

EBA workshop presentation on transition plans for a low-carbon economy, analysing comparability, credibility, and effectiveness under frameworks like CSRD, ESRS, and TCFD, and the roles of public authorities, regulators, and private sector in aligning with 1.5°C climate goals by 2050.