ESM: Regime-based portfolio optimization - A Hidden Markov Model approach for fixed income portfolios

Bankit: Greening the present to decarbonise the future - an analysis of Italian banks’ decarbonisation strategies

BIS: Starting with the basics - a stocktake of gen AI applications in supervision

Single Resolution Board banks continue to meet their MREL targets at end 2024

Bankit: Sovereign debt markets - post-pandemic developments and challenge

iason is sponsoring the workshop ALGODEFI25 – Algorithmic Trading, Decentralised Finance and Artificial Intelligence in Capital Markets.

ECB: Reading the market’s pulse - monitoring investors’ risk appetite

IMF: From Text to Quantified Insights - A Large-Scale LLM Analysis of Central Bank Communication

ISDA: SwapsInfo First Quarter of 2025

FED NY: Coexistence of Banks and Non-Banks - Intermediation Functions and Strategies

ECB: Liquidity dependencies in the euro area

FED NY - BIS: Joint study explores feasibility of central bank operations using tokenisation and smart contracts

IOSCO Sustainable Bonds Report

DNB: A liquidity black hole - What is the impact of a failing participant in a large value payment system and does time matter?

FED: Risk-averse Dealers in a Risk-free Market - The Role of Trading Desk Risk Limits

AFME: Scaling DLT Capital Markets - Enabling Central Bank Money Settlement and Collateral Eligibility for DLT-based Securities

Deutsche Bundesbank: Climate stress test for the German banking sector - Impact of the green transition on corporate loan portfolios

DNB: The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets

FED NY: The Price of Processing - Information Frictions and Market Efficiency in DeFi

ESRB: Unveiling the impact of STS on-balance-sheet securitisation on EU financial stability

BIS: Cryptocurrencies and decentralised finance - functions and financial stability implications

ISDA Margin Survey Year-end 2024

ECB: Investor sentiment and dynamic connectedness in European markets - insights from the covid-19 and Russia-Ukraine conflict

Banque de France: Ten years of bank stress tests in Europe and the United States

Bankit: A novel multi-step-prompt approach for LLM-based Q&As on banking supervisory regulations

DNB: The offline digital euro and holding limits: a user-centred approach

EIOPA: International Portfolio Frictions

FED NY: U.S. Treasury Market Functioning from the GFC to the Pandemic

ISDA/IIF Response to EC’s Consultation on the Market Risk Prudential Framework

IMF: Credit Risk Where It’s Due - Carbon Pricing and Firm Defaults

ICMA publishes new paper with reflections and recommendations for the sustainable fund market in a new regulatory environment

ECB: Creditworthy - do climate change risks matter for sovereign credit ratings?

Banque de France: Green securitisation: a lever for financing the transition

ECB: The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment

IMF: Could Digital Currencies Lead to the Disappearance of Cash from the Market?

ICMA: European Secondary Market Data Report - H2 2024 Sovereign Edition

BIS: Climate-aware investing

ISDA: Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Full Year 2024 and the Fourth Quarter of 2024

ECB: Different shades of green - EU corporate disclosure rules and their effectiveness in limiting “greenwashing

ISDA: Credit Derivatives Trading Activity Reported in EU, UK and US Markets

ECB - From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?

ECB: Consumer attitudes towards a central bank digital currency

BIS: Growth of the green bond market and green house gas emissions

BIS: The global drivers of private credit

EESC: Generative AI and foundation models in the EU

Bankit: The micro-determinants of portfolio gyrations in mutual funds: evidence from machine learning models

Bankit: Innovation and innovation financing in Europe

FED NY: Bank Economic Capital

ICMA updates its Guide to Best Practice in the European Repo Market

ESMA: Artificial intelligence in EU investment funds - adoption, strategies and portfolio exposures

OECD: Towards a common reporting framework for AI incidents

FED: The Relationship between Market Depth and Liquidity Fragility in the Treasury Market

ECB: Crypto-Asset Monitoring Expert Group 2024 Conference - Book of abstracts

ESM: Asset-Quality-at-Risk

GARP: How Weather Derivatives Hedge Against Nature’s Unpredictability

ISDA: Swaps Info Full Year 2024 and the Fourth Quarter of 2024

OECD: Behind ESG ratings

ECB: Green and brown returns in a production economy

ECB: Bank transparency and market efficiency

FED: Rewiring repo

EuroStack – A European alternative for digital sovereignty

OECD: The carbon footprint of everything

Bankit: Artificial intelligence and relationship lending

OECD: Steering AI's future

Bankit: Commercial real estate loans in Europe - does loan-to-value at origination predict default risk?

Bankit: Banks’ carbon pledges - amazing or a maze?

ICMA publishes commentary and recommendations on the simplification of EU Sustainable Finance legislation

Leverage actually - the impact on banks’ borrowing costs in euro area money markets

ECB and ESRB issue joint report on experiences of using the countercyclical capital buffer early in the cycle

EBA: Predicting bank distress in Europe - using machine learning and a novel definition of distress

OECD: Regulatory frameworks and trends in the corporate bond market

New governance structure for transition to T+1 settlement cycle kicks off

FSB finds that the G20 financial regulatory reforms have enhanced the resilience of securitisation markets

ECB: Why prudent projections are the backbone of sound stress testing

Banque de France: Measuring the climate risk of corporate bonds

The EBA and ESMA analyse recent developments in crypto-assets

EIOPA’s Consumer Trends Report shows digitalisation is transforming insurance and pensions services

Banque de France: Do green sovereign bonds benefit from a green premium?

Bank of Canada: Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets

ECB: Climate-linked Bonds

OECD: Tokenisation of Assets and Distributed Ledger Technologies in Financial Markets

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2024

Banque de France: Do green sovereign bonds benefit from a green premium?

ICMA publishes DLT Bonds Reference Guide

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2024 and Year-to-September 30, 2024

IOSCO: Targeted Implementation Review on Principles for the Regulation and Supervision of Commodity Derivatives Markets

ISDA: CDS Market Dynamics: Analyzing Trends in Single-name CDS and Index CDS Market Activity

Option-implied bond spread risk

BIS: The rising tide of climate finance - scope to adjust prudential treatment

BIS: Through stormy seas - how fragile is liquidity across asset classes and time?

ESAs+ECB: Transition risk losses alone unlikely to threaten EU financial stability, “Fit-For-55” climate stress test shows

Keep Calm, but Watch the Outliers - Deposit Flows in Recent Crisis Episodes and Beyond

The EBA Publishes Methodology, Draft Templates, and Key Milestones for its 2025 EU-wide Stress Test

ISDA: SwapsInfo Third Quarter of 2024 and Year-to-September 30, 2024 Review

Climate-Linked Bonds

Who Pays the Greenium and Why? A Decomposition

A Two-Sided Affair: Banks and Tech Firms in Banking

Depositor Behaviour and Interest Rate and Liquidity Risks in the Financial System

Central Bank Digital Currencies and Financial Stability: Balance Sheet Analysis and Policy Choices

Derivatives, Margining and Risk in Emerging Market and Developing Economies

Capital Requirements in Pillar 1 or Pillar 2: Does it Matter for Market Discipline?

The Quantum Challenge: Implications and Strategies for a Secure Financial System

Banks’ Climate Commitments and the Green Transition

Zero Settlement Risk Token Systems

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: First Half of 2024 and the Second Quarter of 2024

The Ecosystem Service Degradation Sensitivity Indicator (EDSI): A New Framework for Understanding the Financial Risk Repercussions of Nature Degradation

Runs, Trasparency and Regulation: on the Optimal Design of Stablecoin Frameworks

Dynamics of Probabilities of Default

SwapsInfo First Half of 2024 and the Second Quarter of 2024 Review

Insurers Investments and Insurance Prices

The impact of ECB Banking Supervision on Climate Risk and Sustainable Finance

The Ecology of Automated Market Makers

Will the Digital Euro Strengthen Financial Stability? Yes, within Limits

Nature Risk Measurement is Evolving

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023

IRD Trading Activity Reported in EU, UK and US Markets: First Quarter of 2024

Commercial Real Estate and Bank Systemic Risk

Outages in Sovereign Bond Markets

How do Financial Markets’ View Risks in the Global Banking Sector?

A Persistent and Systemic Threat Is Also a Common Thread

The Future of Derivatives Clearing

Business as Usual: Bank Net Zero Commitments, Lending and Engagement

European Repo Market Survey

SwapsInfo First Quarter of 2024 Review

2023 Macroprudential Stress Test of the Euro Area Banking System

AI Rears its Head as a Cyber Threat

CBDC and Banks: Disintermediating Fast and Slow

Transformation of Activities and Risks between Bank and Non-Bank Financial Intermediaries

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