Staff Papers

Our Staff Paper Series (SPS) provide a platform for EBA staff to disseminate research and thematic analyses to a wider public. They include selected studies on financial regulation, supervisory policy and legal issues of general interest with the aim of stimulating discussion and public debate.

The EBA Staff Papers are also available on the EBA eJournal of the SSRN Research Paper Series. You can access them and subscribe to the eJournal here.

DateNumberPublication 
August 2024DZ-01-24-001-EN-NGreen-supporting factors, brown-penalising factors and the prudential framework - Olli Castren, Riccardo Russo 
August 2024DZ-01-24-000-EN-NRuns, transparency and regulation: on the optimal design of stablecoin frameworks - Olli Castren, Riccardo Russo 
September 2023DZ-AH-23-003-EN-NThe calibration of the IRB supervisory formula – a case study - Simone Casellina, Fabio Salis, Giovanni Tessiore, Roberto Ugoccioni and Franco Varetto 
September 2023DZ AH 23 002 EN NThe EU regulatory framework for market risk and prudent valuation: are the rules too procyclical?  - Stéphane Boivin, Marco Giovanni Crotti and Despo Malikkidou 
July 2023DZ-AH-23-001-EN-NThe characteristics and the legal nature of the supervisory and resolution handbook of the EBA - Zoi Jenny Giotaki, Pauline de la Bouillerie and Rafael Nebot Seguí 
July 2021DZ-AH-21-004-EN-NA universal stress scenario approach for capitalising non-modellable risk factors under the FRTB - Martin Aichele, Marco Giovanni Crotti, and Benedikt Rehle 
May 2021DZ‐AH‐21‐003‐EN‐NTesting capacity of the EU banking sector to finance the transition to a sustainable economy - Slavka Eley 
April 2021 DZ-AH-21-002-EN-NWindow dressing systemic importance: evidence from EU banks and the G-SIB framework - Luis Garcia, Ulf Lewrick, and Taja Sečnik 
January 2021DZ-AH-21-001-EN-NThe estimation risk and the IRB supervisory formula - Simone Casellina, Simone Landini and 
Mariacristina Uberti		 
October 2020DZ‐AH‐20‐005‐EN‐NTime to go beyond RWA variability for IRB banks: an empirical analysis - Francesco Cannata, Simone Casellina and Gaetano Chionsini 
September 2020DZ‐AH‐20‐004‐EN‐NWhat are the determinants of MREL – eligible debt yields? - María Rocamora, Nuria Suárez and Manuel Monjas 
June 2020DZ-AH-20-003-EN-NDigital currencies in financial networks - Olli Castrén, Ilja Kristian Kavonius, Michela Rancan 
24 February 2020DZ-AH-20-002-EN-NPotential regulatory obstacles to cross-border and acquisitions in the EU banking sector - Anna Gardella, Massimiliano Rimarchi, Davide Stroppa 
28 January 2020DZ-AH-19-003-EN-NSustainable finance: market practices - Adrienne Coleton, Maria Font Brucart, Pilar Gutierrez, Fabien Le Tennier, Christian Moor 
15 January 2020DZ-AH-20-001-EN-NApplying the pre-commitment approach to bottom up stress tests: a new old story – Simone Casellina, Giuseppe Pandolfo, Mario Quagliariello 
July 2019DZ-AH-19-002-EN-NAre stress tests beauty contests? - Mario Quagliariello
26 March 2019DZ-04-19-333-EN-NEU banks journey towards an enhanced capital framework - Alessandra Melis, Katrin Weissenberg 
21 June 2018DZ-AH-18-002-EN-NIdentification of EU bank business models - Marina Cernov, Teresa Urbano  
21 June 2018DZ-AH-18-001-EN-NSharing the Pain Credit Supply & Real Effects of Bank Bail-ins - Thorsten Beck, Samuel Da-Rocha-Lopes, André Silva  

Other Papers

DatePublication
04 September 2017Harmonisation and standardisation of synthetic securitisations - Christian Moor and Massimiliano Rimarchi
05 July 2017 Completing the Repair of the EU Banking Sector - A Critical Review of an EU Asset Management Company, Andrea Enria, Piers Haben and Mario Quagliariello
20 February 2017Why the EU needs an asset management company, Piers Haben, Mario Quagliariello 
08 July 2016Sovereign Risk: black swans and white elephants, Andrea Enria, Adam Farkas and Lars Jul Overby