For Europe’s New Supervisory Toolkit editor Mario Quagliariello (Head of the Risk Analysis Unit at the European Banking Authority) has gathered a group of contributors from the heart of the European regulatory and supervision industry, all of whom provide the reader with in-depth description of some of the most advanced supervisory tools used for assessing banks.
Europe’s New Supervisory Toolkit contains the most up-to-date details of European supervisory reporting, explanations by senior regulators of the latest techniques for benchmarking of internal models and stress testing, a description of the tools, methods and practices used to assess financial stability in the EU banking sector, and best practice for cooperation among authorities and for transparency and disclosure.
This is a must-read for understanding banking supervision and risk assessment in a post-crisis world.
|Publication date||21 Dec 2015|
|Size||155mm x 235mm|
Introduction - Mario Quagliariello
Risk Assessment in the EU - Piers Haben
The Single EU Supervisory Reporting - Meri Rimmanen
The EU Harmonised Definition of Non-performing Exposures: Origins, Main Features and Possible Improvements - Remi Boutant
Towards Consistent and Effective Risk Indicators - Dimitrios Laskos and Antonio Sánchez Serrano
Data Workflow: From Quality Checking to Risk Dashboards - Gaetano Chionsini and Luis Garcia
EU-wide Stress Tests: Rationale and Basics - Piers Haben and Mario Quagliariello
EU-Wide Stress Test: Methodology - Javier De Diego and Benjamin Friedrich
Macrofinancial Scenarios for System-wide Stress Tests: Process and Challenges - Jérôme Henry
Benchmarking of Credit Risk Models For Determining Own Funds Requirements - Paolo Bisio; Samuel Da-Rocha-Lopes; and Aurore Schilte
Benchmarking of Market Risk Models For Determining Own Funds Requirements - Federico Cabañas and Lars Overby
The Analysis of Funding Plans: Benjamin Friedrich and Pilar Gutierrez
Transparency and Market Discipline: Remi Boutant and Dragan Crnogorac; Andrea Resti
The Post-crisis Regulatory Regime and Bank Business Models - David T. Llewellyn