| Author (Corporate) | European Parliament: European Parliamentary Research Service |
|---|---|
| Publisher | EU |
| Series Title | In-Depth Analysis |
| Series Details | July 2016 |
| Publication Date | July 2016 |
| ISBN | 978-92-823-9322-2 |
| Content Type | Report |
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Please note: Each In-Depth Analysis is assigned a DOI (digital object identifier), which is a safe and long term way of ensuring a hyperlink to the full text of this report. However, when ESO creates this record, on occasion the DOI still has not been activated by the EU Bookshop. If you find the source url hyperlink does not work please use the alternative location hyperlink listed as a related url.Using a comprehensive sample of European banks by business model, ownership structure and systemic footprint, we calculate MREL requirements based on three hypotheses: i) 18% of RWA The maximum of i) and ii) TLAC prescription – reveals different requirements across business models/ownership structures not in favour of traditional banking. Variations are reduced somewhat with EBA RTS and an 8% floor. Shocking banks in respect of tail risk events suggests that currently envisaged MREL levels might be insufficient for a smooth resolution for banks. External author: Rym Ayadi and Giovanni Ferri |
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| Source Link | Link to Main Source http://dx.publications.europa.eu/10.2861/970351 |
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| Subject Categories | Business and Industry |
| Countries / Regions | Europe |
