Mutual Funds and Safe Government Bonds: Do Returns Matter?
L'impatto dei Rischi Geopolitici sulla Performance Finanziaria delle Imprese
GenAI in the Derivatives Market: a Future Perspective
Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs
An Examination of Net-Zero Commitments by the World’s Largest Banks
ISDA Margin Survey Year-end 2023
The Role of Climate Scenario Analysis in Strengthening the Management and Supervision of Climate-Related Financial Risks
Projecting Banks’ Net Interest Income: an Asset-Liability Approach, Applied to the Euro Area
ESMA Publishes First Overview of EU Securities Financing Transactions Markets
T+1 Settlement: A Hard Deadline Approaches, with Some Gaps in Preparedness
Linear Factor Models and the Estimation of Expected Returns
IRD Trading Activity Reported in EU, UK and US Markets: Full Year 2023 and Fourth Quarter of 2023
International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications
CBDC: Banking and Anonymity
T+1 feedback report shows mixed impacts of shortening the settlement cycle in the EU
How the Financial Authorities can Take Advantage of Artificial Intelligence
The New iason Branch in Madrid is Finally Open!
The Green Sin: how Exchange Rate Volatility and Financial Openness Affect Green Premia
Portfolio Decarbonisation Strategies: Questions and Suggestions
Spare Tyres with a Hole: Investment Funds under Stress and Credit to Firms
Was Covid-19 a Wake-Up Call on Climate Risks? Evidence from the Greenium
Decomposing Large Banks’ Systemic Trading Losses
Aligning Sovereign Bond Markets with the Net Zero Transition: the Role of Central Banks
Liquidity and Resilience in the Core European Sovereign Bond Markets
Successful Banking Crisis Management Requires a Unitary European Authority for Resolution and Deposit Insurance
Enhancing Repo Market Transparency: the EU Securities Financing Transactions Regulation
COVID-19 and the Fragmentation of the European Interbank Market
Physical Risk from Climate Change and Local Banks’ Lending: What Lies ahead
Climate Transition Risk in the Banking Sector: what can Prudential Regulation do?
Managing the Transition to Central Bank Digital Currency
Exclusive Portfolio Dealing and Market Inefficiency
The Impact of Derivatives Collateralization on Liquidity Risk: Evidence From the Investment Fund Sector
Central Bank Digital Currency and Banking Choices
SwapsInfo Full Year 2023 and the Fourth Quarter of 2023 Review
Assessing the Gap: Environmental Claims vs Lending Practices in European Banks
The Transmission of Bank Liquidity Shocks: Evidence from the Eurosystem Collateral Framework
What Drives Banks’ Credit Standards? An Analysis Based on a Large Bank-Firm Panel
The Euro Area and its Banks in a Semi-Structural Model
CBDC and the Banking System
Market Structure of Cryptoasset Exchanges: Introduction, Challenges and Emerging Trends
Physical and Transition Risk Premiums in Euro Area Corporate Bond Markets
ISDA-Clarus RFR Adoption Indicator Q4 2023 vs. Q4 2022 Summary Report
Does FinTech Increase Bank Risk Taking?
Back to the Roots of Internal Credit Risk Models: Does Risk Explain why Banks’ Risk-Weighted Asset Levels Converge over Time?
FSB Examines Italy’s Progress in Reducing Non-Performing Loans in its Banking Sector
Quantum Security for the Financial Sector: Informing Global Regulatory Approaches
The Future of Global Fintech: Towards Resilient and Inclusive Growth
Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market
The European Carbon Bond Premium
Destabilisation of bank deposits across destinations: assessment and policy implications
Overview of OTC Equity Derivatives Markets: Use Cases and Recent Developments
ESMA Explores Risk Exposures to Real Estate in EU Securities Markets and Investment Funds
Procyclicality in Central Counterparty Margin Models: A Conceptual Tool Kit and the Key Parameters
