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13 entries found on 1 pages. starting on record 1 ending on 13

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Title: How does the ECB allot liquidity in its weekly main refinancing operations?
Title (other): A look at the empirical evidence
Abstract
This paper provides a simple weekly model of the regular supply of liquidity in the euro area, with a view to understanding the functioning of the euro area money market. The main result of the analysis is that liquidity has normally been provided by the ECB in a neutral and smooth manner, but also that there has been some attempt, albeit very limited, to correct deviations of the overnight rate from the main refinancing rate. Moreover the paper finds that liquidity has affected the overnight interest rate to a significant extend only after the last main refinancing operation of the maintenance period, when it is not possible for the ECB to adjust liquidity imbalances except by making recourse to fine-tuning operations. [Steen Ejerskov, Clara Martin Moss and Livio Stracca]
Author: Ejerskov, Steen | Moss, Clara Martin | Stracca, Livio
Series Title: The European Central Bank - Working papers review
Publisher: European Central Bank
Year: 2003
Language: en
Ressource: Einzelne Arbeitspapiere, Preprints
Keyword: Bank liquidityEU countriesMonetary PolicyLiquidity effectMartingaleCentral BankEUEuropean Central Bank
monetary policyliquidity
Subject: Currency. Monetary policy
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: Europäische Zentralbank (http://www.ecb.int)
Title: Report on impact of differences in leverage ratio definitions : leverage ratio exposure measure under Basel III and the
CRR
Author (Corp. Body): European Banking Authority
Year: 2014
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking Systemliquidityeconomic crisis
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: EBA final draft implementing technical standards : on currencies with an extremely narrow definition of central bank
eligibility under Article 416(5) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR)
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/ITS/2014/02
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: controlliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: EBA final draft regulatory technical standard : on additional liquidity outflows corresponding to collateral needs
resulting from the impact of an adverse market scenario on the institution’s derivatives transactions, financing
transactions and other contracts for liquidity reporting under Article 423(3) of Regulation (EU) No 575/2013 (Capital
Requirements Regulation CRR)
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/RTS/2014/05
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionliquidity
Subject: Public finance. TaxationInvestments. Investment policy
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: EBA final draft regulatory technical on derogations for currencies with constraints on the availability of liquid assets
under Article 419(5) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR)
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/RTS/2014/04
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: EBA final draft implementing technical standards on currencies for which the justified demand for liquid assets exceeds
the availability of those assets under Article 419(4) of Regulation (EU) No 575/2013 (Capital Requirements Regulation –
CRR)
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/ITS/2014/01
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: supervision of banking systemsliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: Consultation paper : EBA Draft Regulatory Technical Standards on benchmarking portfolio assessment standards and
assessment sharing procedures under Article 78 of Directive 2013/36/EU (Capital Requirements Directive – CRD IV) and
EBA Draft Implementing Technical Standards on benchmarking portfolios, templates, definitions and IT solutions under
Article 78 of Directive 2013/36/EU (Capital Requirements Directive – CRD IV)
Abstract
In the aftermath of the financial crises, questions have been raised as to why there were significant differences in the denominator of the calculation of risk-weighted assets (RWAs). The EBA and other international bodies have already conducted significant work on the comparability of capital requirements for the Internal Ratings-Based Approach (IRBA) and the Internal Market risk Models, leading to a greater understanding of the consistency of risk-weighted assets .European legislators have acknowledged the need to constrain the inconsistent calculation of risk-weighted assets for equivalent portfolios and the revised Capital Requirements Regulation and Directive (‘CRR’ and ‘CRD’, respectively) now include a number of mandates for the EBA to deliver technical standards, guidelines and reports aimed at reducing uncertainty and differences in the calculation of capital requirements.In this regard, article 78 of the CRD requires that, at least annually, competent authorities assess the consistency and comparability in risk-weighted assets (RWA) produced by institutions’ internal modelling approaches (except for operational risk) for which competent authorities have granted permission to be used for capital purposes.The draft implementing technical standards (ITS) specify the benchmarking portfolios as well as the templates, definitions and IT solutions that should be applied in the benchmarking exercise for market and credit risk.The draft regulatory technical standards (RTS) specify the procedures for sharing the assessments between the competent authorities and with the EBA and the standards for the assessment by competent authorities of the internal approaches applied to calculating own funds for market, IMM, CVA and credit risk.[Author vide Copyright]
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/CP/2014/07
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Risk managementliquidity
Subject: Financial institutions. Credit systems. Payment systems
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source European Banking Authority (http://www.eba.europa.eu/)
Title: EBA final draft implementing thechnical standards on disclosure of the leverage ratio under Article 451(2) of Regulation
(EU) No 575/2013 (Capital Requirements Regulation – CRR)
Abstract
The Capital Requirements Regulation (‘CRR’) and the Capital Requirements Directive (‘CRD IV’) texts specify the calculation of the leverage ratio, the reporting of which has been applicable from 1 January 2014. In addition to supervisory reporting, Article 451(1) of the CRR requires institutions to disclose information on the leverage ratio. In accordance with point (2)(a) of Article 521(1) of the CRR, disclosure will be applicable from 1 January 2015. To harmonise disclosure, Article 451(2) of the CRR contains a mandate for the EBA to develop draft implementing technical standards (ITS). Against this backdrop, these draft ITS contain a uniform template and instructions for the disclosure of leverage ratio and its components.The European Commission has been empowered to enact a delegated act to change the calculation of the leverage ratio (Article 456(1)(j) of the CRR) before disclosure begins as of 1 January 2015. For this reason, the ITS in general, and the templates and instructions in particular, will be subject to future changes depending on the decisions made in the delegated act. A number of aspects, including the frequency of disclosure, are not included in the mandate given to the EBA. For some of these aspects, the EBA has been given the mandate to provide an evaluation in the impact report that is due by 31 October 2016 (Article 511(3)(h) of the CRR).[Author vide Copyright]
Author (Corp. Body): European Banking Authority
Year: 2014
ISBN / ISSN / Kat.Nr: EBA/ITS/2014/04
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionliquidity
Subject: Financial institutions. Credit systems. Payment systems
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: Consultation on EBA-CP-2012-18 - Additional Liquidity Monitoring Metrics under Article 403(2) of the draft Capital
Requirements Regulation (CRR) : replies to selected questions and comments by the EBA Banking Stakeholder Group
Author (Corp. Body): European Banking Authority
Year: 2013
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: liquidity
Subject: Financial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: EBA consultation on draft implementing technical standards on Disclosure for the Leverage Ratio - EBA/CP/2013/41 :
submission from the Banking Stakeholder Group
Author (Corp. Body): European Banking Authority
Year: 2014
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Countries Scheme: Europe. General Resources
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source : European Banking Authority (http://www.eba.europa.eu/)
Title: Second report on impact assessment for liquidity measures under Article 509(1) of the CRR
Author (Corp. Body): European Banking Authority
Year: 2014
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: liquidity
Subject: Public finance. TaxationFinancing. Private finance. Financial policy
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: Guidelines on the determination of when the liquidation of assets or liabilities under normal insolvency proceedings
could have an adverse effect on one or more financial markets under Article 42(14) of Directive 2014/59/EU
Author (Corp. Body): European Banking Authority
Year: 2015
ISBN / ISSN / Kat.Nr: EBA/GL/2015/05
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
Title: Consultation paper : draft regulatory technical standards on the specification of the additional objective criteria
referred to in Articles 29(2) and 34(2) of Commission Delegated Regulation (EU) No 2015/61 [the delegated act specifying
the liquitidy coverage ratio for credit institutions, pursuant to Article 460 of Regulation (EU) No 575/2013] under
Article 422 (10) and 425(6) of Regulation (EU) No 575/2013 )Capital Requirements Regulation - CRR)
Author (Corp. Body): European Banking Authority
Year: 2015
ISBN / ISSN / Kat.Nr: EBA/CP/2015/21
Language: en
Ressource: Einzelne Berichte, Studien
Keyword: Banking supervisionFiscal PolicyLiquid assetsliquidity
Subject: Public finance. TaxationFinancial institutions. Credit systems. Payment systems
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: European Banking Authority (http://www.eba.europa.eu/)
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