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