Topics: New version of COMB 2.5.22 was released, Simplifying capital rules, Fed eases some bank leverage rules, Corporate and financial debt, Big banks suspend buybacks, Drawing from Fed’s discount window, Single Resolution Board (SRB) publishes ‘Expectations for Banks’.
Financial Debt Monitor – Febraury 2020
Financial Debt – Spread and Volume Development, Spread Monitor, Relative Value Monitor, New Issues Monitor in Senior, SubSenior and Covered Sectors
Newsletter – February 2020
Topics: New version of COMB 2.5.21 was released, Earnings season preview, US financials will generate no earnings growth in 2020, EBA published Report on MREL.
SubSenior Financial Debt Monitor – January 2020
SebSenior Financial Debt – Spread and Volume Development, Spread Monitor, Relative Value Monitor, New Issues Monitor
Newsletter – January 2020
Topics: Monthly Report available in second decade of February. Earnings season preview. ECB launches review of its monetary policy strategy. Repo interventions continued in January. The Bank of England on Libor scandal. EBA released Risk Dashboard and announced public consultation on EU-wide stress tests.
Senior Non Preferred Asset Swap Spreads by Country
Source: Bloomberg as of Dec 31, 2019
EBA – Risk Dashboard
The EBA Risk Dashboard is part of the regular risk assessment conducted by the EBA and complements the Risk Assessment Report. The EBA Risk Dashboard summarises the main risks and vulnerabilities in the banking sector in the European Union (EU) by looking at the evolution of Risk Indicators (RI) among a sample of banks across the EU.
Newsletter – May
Topics: New version of COMB 2.5.22; Shares in the embattled German lender Deutsche Bank hit a record low; Euronext has won approval from Norway’s finance ministry; BlackRock’s (NYSE:BLK) withdrawal from the proposed deal; HSBC reported banner first quarter results; The ESRB risk dashboard; The ESRB Review of Macroprudential Policy.
ESRB Review of Macroprudential Policy
The ESRB Review of Macroprudential Policy provides an overview of the measures of macroprudential interest that were adopted in the European Union (EU) in 2018. As there are indications that the financial cycle is turning in some countries, more Member States tightened the CCyB. Financial stability risks in the real estate sector continued to be an important area of macroprudential policy in 2018.
ESRB Risk Dashboard
The ESRB risk dashboard is a set of quantitative and qualitative indicators of systemic risk in the EU financial system. The risk dashboard should not be considered to be a policy statement on systemic risks. Additional indicators that support systemic risk assessment in the EU financial system are available in the Macro-prudential database maintained by the ECB.