Please use this identifier to cite or link to this item:
Mörttinen, Leena
Poloni, Paolo
Sandars, Patrick
Vesala, Jukka
Year of Publication: 
Series/Report no.: 
ECB Occasional Paper 26
This paper presents the methodological and statistical framework for macro-prudential analysis of the financial condition of the EU banking sector that has been adopted by the European System of Central Banks (ESCB). The framework is also a central component of broader financial stability assessments carried out by the ECB in co-operation with national authorities. The framework has three main building blocks, which draw on a large number of macro-prudential indicators. The first block is designed for assessing the financial condition of the banking sector. The second building block provides a framework for analysing potential sources of risk and vulnerability to which banks are exposed and an assessment of the importance of related exposures. The final part of the analysis deals with the resilience of banks vis-à-vis these different sources of risk and vulnerability. Analysing the impact of the identified risks on banks’ financial condition is the ultimate objective of the ESCB banking sector stability analysis.
Financial stability
Banking sector
Macro-prudential analysis and indicators
Financial sector statistics.
Document Type: 
Research Report

Files in This Item:

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.