5 déc. 2022The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements"Under the Single Supervisory Mechanism (SSM) introduced in 2014, the European Central Bank directly supervises significant euro area...
21 sept. 2022How to Release Capital Requirements During a Pandemic? Evidence from Euro Area Banks"... requirement releases are more effective for banks with a low capital headroom over requirements and do not trigger additional...
26 juil. 2022What Drives Bank-Specific Capital Requirements? Evidence from the Ssm"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that...
15 juil. 2022Stress Tests and Capital Requirement Disclosures: Do They Impact Banks’ Lending and Risk-Taking?"Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their...