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Description: The aim of the ECB Macroprudential Bulletin is to raise awareness of macroprudential policy issues in the euro area by bringing greater transparency to the ECB's ongoing work and thinking in this field. The current edition of this biannual publication looks at analytical work and regulatory issues relating to macroprudential policy.
Series handle: RePEc:ecb:ecbmbu
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Content
2025, Volume 27
2025, Volume 26
- 1 Strengthening risk monitoring and policy for non-bank leverage
by Grill, Michael & Molestina Vivar, Luis & O’Donnell, Charles & Wedow, Michael & Weistroffer, Christian
- 2 Leveraged investment funds: A framework for assessing risks and designing policies
by Bouveret, Antoine & Ferrari, Massimo & Grill, Michael & Molestina Vivar, Luis & Schmidt, Daniel Jonas & Weistroffer, Christian
- 3 Measuring synthetic leverage in interest rate swaps
by Ianiro, Annalaura & Leonello, Agnese & Ruzzi, Dario
- 4 Assessing the impact of minimum haircuts on leverage
by Grill, Michael & Hermes, Felix & Wedow, Michael
- 5 System-wide implications of counterparty credit risk
by Barbieri, Claudio & Grodzicki, Maciej & Hałaj, Grzegorz & Pizzeghello, Riccardo
2024, Volume 24
2024
2023, Volume 23
2023, Volume 22
2023, Volume 21
2023, Volume 20
2022, Volume 19
- 1 Real estate markets, financial stability and macroprudential policy
by Lang, Jan Hannes & Behn, Markus & Jarmulska, Barbara & Lo Duca, Marco
- 2 The analytical toolkit for the assessment of residential real estate vulnerabilities
by Jarmulska, Barbara & Bandoni, Emil & Lang, Jan Hannes & Lo Duca, Marco & Perales, Cristian & Rusnák, Marek
- 3 The transmission and effectiveness of macroprudential policies for residential real estate
by Tereanu, Eugen & Behn, Markus & Lang, Jan Hannes & Lo Duca, Marco
- 4 Commercial real estate and financial stability – new insights from the euro area credit register
by Ryan, Ellen & Horan, Aoife & Jarmulska, Barbara
2022, Volume 18
- 1 A deep dive into crypto financial risks: stablecoins, DeFi and climate transition risk
by Born, Alexandra & Simón, Josep M. Vendrell
- 2 Stablecoins’ role in crypto and beyond: functions, risks and policy
by Adachi, Mitsu & Da Silva, Pedro Bento Pereira & Born, Alexandra & Cappuccio, Massimo & Czák-Ludwig, Stephanie & Gschossmann, Isabella & Pellicani, Antonella & Philipps, Sarah-Maria & Plooij, Mirjam & Rossteuscher, Ines & Zeoli, Pierfrancesco
- 3 Mining the environment – is climate risk priced into crypto-assets?
by Gschossmann, Isabella & van der Kraaij, Anton & Benoit, Pierre-Loïc & Rocher., Emmanuel
2022, Volume 17
- 1 Using regulatory stress tests to support prudential policy-making
by Budnik, Katarzyna
- 2 System-wide amplification of climate risk
by Dubiel-Teleszynski, Tomasz & Franch, Fabio & Fukker, Gábor & Miccio, Debora & Pellegrino, Michela & Sydow, Matthias
- 3 Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic
by Budnik, Katarzyna & Dimitrov, Ivan & Groß, Johannes & Caccia, Andrea
- 4 Does the disclosure of stress test results affect market behaviour?
by Ponte Marques, Aurea & Pancaro, Cosimo & Durrani, Agha & Giraldo, Giacomo & Panos, Jiri & Zaharia, Alina
2022, Volume 16
2021, Volume 15
2021, Volume 14
2021, Volume 13
- 1 System-wide measures on banks’ distributions – motivations and challenges
by Katsigianni, Eleni & Klupa, Kamil & Tumino, Marcello & Zsámboki, Balázs
- 2 Evaluating the benefits of euro area dividend distribution recommendations on lending and provisioning
by Dautović, Ernest & Ponte Marques, Aurea & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Martín, Diego Vila & Wildmann, Nadya
- 3 Evaluating the impact of dividend restrictions on euro area bank valuations
by Andreeva, Desislava & Bochmann, Paul & Mosthaf, Jonas & Schneider, Julius
- 4 What makes banks adjust dividend payouts?
by Belloni, Marco & Grodzicki, Maciej & Jarmuzek, Mariusz
2021, Volume 12
- 1 Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective
by Grill, Michael & O´Sullivan, Seán & Wedow, Michael & Weistroffer, Christian
- 2 How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil
by Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian
- 3 The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?
by Grill, Michael & Molestina Vivar, Luis & Wedow, Michael
- 4 A theoretical model analysing investment funds’ liquidity management and policy measures
by Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian
2020, Volume 11
- 1 Macroprudential capital buffers – objectives and usability
by Behn, Markus & Rancoita, Elena & Rodriguez d’Acri, Costanza
- 2 Buffer use and lending impact
by Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz
- 3 Financial market pressure as an impediment to the usability of regulatory capital buffers
by Andreeva, Desislava & Bochmann, Paul & Couaillier, Cyril
- 4 Enhancing macroprudential space when interest rates are “low for long”
by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
2020, Volume 10
2019, Volume 9
- 1 Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
by Lang, Jan Hannes & Forletta, Marco
- 2 On the interaction between different bank liquidity requirements
by Behn, Markus & Corrias, Renzo & Rola-Janicka, Magdalena
- 3 The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
by Kok, Christoffer & Müller, Carola & Pancaro, Cosimo
- 4 Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 5 Investigating initial margin procyclicality and corrective tools using EMIR data
by Cominetta, Matteo & Grill, Michael & Jukonis, Audrius
2019, Volume 8
2019, Volume 7
- 1 Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis
by Carmassi, Jacopo & Corrias, Renzo & Parisi, Laura
- 2 A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework
by Budnik, Katarzyna
- 3 Macroprudential analysis of residential real estate markets
by Lo Duca, Marco & Pirovano, Mara & Rusnák, Marek & Tereanu, Eugen
- 4 Shelter from the storm: recent countercyclical capital buffer (CCyB) decisions
by Babić, Domagoj & Fahr, Stephan
2018, Volume 6
- 1 The implications of removing repo assets from the leverage ratio
by Fritsche, Jan Philipp & Grill, Michael & Lambert, Claudia
- 2 Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
by Behn, Markus & Parisi, Laura & Wedow, Michael & Mangiante, Giacomo
- 3 Macroprudential liquidity tools for investment funds - A preliminary discussion
by Cominetta, Matteo & Lambert, Claudia & Levels, Anouk & Rydén, Anders & Weistroffer, Christian
2018, Volume 5
- 1 Using large exposure data to gauge the systemic importance of SSM significant institutions
by Covi, Giovanni & Kok, Christoffer & Meller, Barbara
- 2 How competition and regulation drive bank and investment fund risk profiles and their market shares
by Grill, Michael & Kalyaeva, Daria & Lambert, Claudia
- 3 Targeted review of the macroprudential framework
by Evrard, Johanne & Wildmann, Nadya & Melo, Ana Sofia & Zsámboki, Balázs
2017, Volume 4
- 1 MREL: financial stability implications
by Gaiduchevici, G. & Zochowski,D.
- 2 Macroprudential policy analysis and tools – Assessing the impact of bank capitalisation changes conditional on a bail-in versus bail-out regime
by Gross, M. & Población, J.
- 3 Macroprudential regulatory issues – The ECB’s key messages on the European Commission’s banking reform package from a macroprudential perspective
by Attinger, B. & Baumann, A. & Corrias, R. & Jahn, N. & Melo, A. & Torstensson, P. & Zsámboki, B.
2017, Volume 3
- 1 ECB floor methodology for setting the capital buffer for an identified Other Systemically Important Institution (O-SII)
by Behn,M. & Cappelletti, G. & Kaltwasser, P. & Kolb, M. & Pawlikowski, A. & Tracol, K. & Salleo, C. & van der Kraaij, A.
- 2 Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective
by Mirza, H. & Zochowski,D.
- 3 Exposure of the European Deposit Insurance Scheme to bank failures and the benefits of risk-based contributions
by Carmassi, J. & Dobkowitz, S. & Evrard, J. & Silva, A. & Wedow, M.
2016, Volume 2
- 1 Macroprudential effects of systemic bank stress
by Dees, S. & Gaiduchevici, G. & Grodzicki, M. & Gross, M. & Hilberg, B. & Maliszewski, K. & Rancoita, E. & Silva, R. & Testi, S. & Venditti, F. & Volk, M.
- 2 Macroprudential policy analysis and tools - Monitoring euro area banks’ risk weight developments
by Caccavaio, M. & Rodriguez d´Acri, C.
- 3 High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools
by Lafarguette Romain
2016, Volume 1
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