Ecb

ECB: Financial Stability Review – May 2023

Posted in: News

Giu 05 2023
This spring saw considerable financial turbulence, with the spotlight increasingly turning on systemic risk concerns following a series of bank failures outside the euro area. While the fallout experienced by euro area banks was limited, these events have served as a powerful reminder of the ...more »

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Stress testing with multi-facetedliquidity: the central bank collateral framework as a financial stability tool
a cura di S. Dell’Acqua e E. Merlan

Posted in: News

Mag 10 2023
The paper studies the central bank collateral framework and its impact on banks’ liquidity under anadverse stress test scenario. We construct a stress test model that accounts for a granular and multifaceted representation of the liquidity of marketable and non-marketable assets… https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2814~142d4a795f.en.pdf?29742c045bc7d80aa84e92349c27cfc0

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