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.

Date Number Publication
September 2023 DZ-AH-23-003-EN-N The calibration of the IRB supervisory formula – a case study - Simone Casellina, Fabio Salis, Giovanni Tessiore, Roberto Ugoccioni and Franco Varetto
September 2023 DZ AH 23 002 EN N The EU regulatory framework for market risk and prudent valuation: are the rules too procyclical?  - Stéphane Boivin, Marco Giovanni Crotti and Despo Malikkidou
July 2023 DZ-AH-23-001-EN-N The 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 2021 DZ-AH-21-004-EN-N A universal stress scenario approach for capitalising non-modellable risk factors under the FRTB - Martin Aichele, Marco Giovanni Crotti, and Benedikt Rehle
May 2021 DZ‐AH‐21‐003‐EN‐N Testing capacity of the EU banking sector to finance the transition to a sustainable economy - Slavka Eley
April 2021  DZ-AH-21-002-EN-N Window dressing systemic importance: evidence from EU banks and the G-SIB framework - Luis Garcia, Ulf Lewrick, and Taja Sečnik
January 2021 DZ-AH-21-001-EN-N The estimation risk and the IRB supervisory formula - Simone Casellina, Simone Landini and 
Mariacristina Uberti
October 2020 DZ‐AH‐20‐005‐EN‐N Time to go beyond RWA variability for IRB banks: an empirical analysis - Francesco Cannata, Simone Casellina and Gaetano Chionsini
September 2020 DZ‐AH‐20‐004‐EN‐N What are the determinants of MREL – eligible debt yields? - María Rocamora, Nuria Suárez and Manuel Monjas
June 2020 DZ-AH-20-003-EN-N Digital currencies in financial networks - Olli Castrén, Ilja Kristian Kavonius, Michela Rancan
24 February 2020 DZ-AH-20-002-EN-N Potential regulatory obstacles to cross-border and acquisitions in the EU banking sector - Anna Gardella, Massimiliano Rimarchi, Davide Stroppa
28 January 2020 DZ-AH-19-003-EN-N Sustainable finance: market practices - Adrienne Coleton, Maria Font Brucart, Pilar Gutierrez, Fabien Le Tennier, Christian Moor
15 January 2020 DZ-AH-20-001-EN-N Applying the pre-commitment approach to bottom up stress tests: a new old story – Simone Casellina, Giuseppe Pandolfo, Mario Quagliariello
July 2019 DZ-AH-19-002-EN-N Are stress tests beauty contests? - Mario Quagliariello
26 March 2019 DZ-04-19-333-EN-N EU banks journey towards an enhanced capital framework - Alessandra Melis, Katrin Weissenberg
21 June 2018 DZ-AH-18-002-EN-N Identification of EU bank business models - Marina Cernov, Teresa Urbano 
21 June 2018 DZ-AH-18-001-EN-N Sharing the Pain Credit Supply & Real Effects of Bank Bail-ins - Thorsten Beck, Samuel Da-Rocha-Lopes, André Silva 

Other Papers

Date Publication
04 September 2017 Harmonisation 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 2017 Why the EU needs an asset management company, Piers Haben, Mario Quagliariello 
08 July 2016

Sovereign Risk: black swans and white elephants, Andrea Enria, Adam Farkas and Lars Jul Overby