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  1. The EU regulatory framework for market risk and prudent valuation
    are the rules too procyclical? : evidence from the COVID-19 pandemic and the 2022 global energy crisis
    Author: Boivin, Stéphane; Crotti, Marco Giovanni; Malikkidou, Despo
    Published: [2023]
    Publisher:  European Banking Authority, Paris, France

    The 2020 COVID-19 pandemic crisis and the 2022 global energy crisis consecutive to Russia's aggression against Ukraine have been unprecedented in several aspects. In the European Union (EU), national governments, as well as European bodies put in... more

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 659
    Inter-library loan:
    No inter-library loan

     

    The 2020 COVID-19 pandemic crisis and the 2022 global energy crisis consecutive to Russia's aggression against Ukraine have been unprecedented in several aspects. In the European Union (EU), national governments, as well as European bodies put in place several relief measures to support the EU economy. However, the regulatory and supervisory responses in relation to prudential matters have been very different in these two crises. In this paper, we first assess the impact of the two crises on the capital requirements related to traded risk and discuss the issue of procyclicality in the regulatory framework. We then analyse and compare the regulatory measures taken by the legislators and by the European Banking Authority (EBA). We finally identify how the regulatory framework is set to change to address the drawbacks that became evident during the recent crises.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789292459215
    Other identifier:
    hdl: 10419/299548
    Series: EBA staff paper series ; n. 16 (09/2023)
    Subjects: Market risk; Prudent valuation; procyclicality; capital requirements; FRTB
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen