Financial Stability

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Methodologies, Research & Working Papers

2022
Special Feature: The effect of rising interest rates on households’ mortgage repayment capabilities
Review of Current Efforts for Mitigating Climate Risk and Related Scenario Design
Treatment of Debt Securities in the Macro Stress Testing's Current Climate-Related Adverse Scenario
Insights from the Central Bank of Malta Survey on Buffer Usability
Assessing Cyclical Risks in Malta
Net Stable Funding Ratio Stress Test
WP/04/2022 - A stress testing framework for the Maltese household sector

2021
Update of Deep-Dive Analysis into Moratoria Uptake in Malta
Special Feature: The Maltese Financial Sector’s Exposure to Climate-Sensitive Sectors
Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risks

2020
The Categorisation of Banks According to Domestic Relevance
Overview of the Central Bank of Malta’s Approach to Align its Credit Risk Threshold Model (CRTM) to IFRS 9 Classification of Loans
Revisiting the Methodology for Selecting Domestically-Relevant Investment Funds
Non-Bank Financial Intermediation (NBFI) in Malta – A Financial Stability Perspective
Deep-Dive Analysis into Moratoria Uptake in Malta
2019
O-SII Revised Methodology
Special Feature: COVID-19 – Aspects of Financial Sector Resilience 
2018
The Central Bank of Malta’s Macro Stress Testing Framework
Liquidity Coverage Ratio Stress Test
Special Feature: Banks’ Exposure to Real Estate Market and the Central Bank of Malta’s Macroprudential Policy Response
2017
EU-Policy Initiatives to Address Non-Performing Loans
NFC Loans from Other Corporates – Evidence from Malta’s Financial Accounts Statistics
A Review of the Corporate Bond Market in Malta
Pre-2017 Publications
Minimum requirement for own funds and eligible liabilities
Evolution in the profitability of the Core Domestic Banks over the last decade
The Liquidity Framework
Macro Stress Testing (MST) Framework
Categorisation of Banks According to Systemic Relevance
The Credit Risk Threshold Model
Methodology to Categorise Institutions for Financial Stability Purposes