Financial Stability

Stabbiltà Finanzjarja: Working Papers u Studji Oħra

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Metodoloġiji, Riċerki u Working Papers

2024
WP/05/2024 - A forecasting framework for core domestic banks in Malta
WP/04/2024 - A semi-structural credit gap for Malta: A multivariate filter approach
FSR 2023 Box 6 - The systemic importance of O-SIIs in Malta
FSR 2023 Box 5 - Revisiting non-bank financial intermediation in Malta: A current financial stability overview
FSR 2023 Box 4 - Methodological update on the calculation of the liquid assets ratio for insurances and investment funds
FSR 2023 Box 3 - The impact of the ECB's monetary policy tightening on deposits flows and interest margins
FSR 2023 Box 1 - Measuring the credit gap for Maltese private corporations using the Hamilton filter
WP/01/2024 - Constructing a cyclical Systemic Risk Indicator (cSRI) for Malta
2023
Special Feature: A measure of the credit gap for Malta
Revisiting the methodology for selecting domestically-relevant insurance companies
An overview of bank regulatory requirements
Revisiting climate-sensitive exposures of holding companies
WP/03/2023 - Wealth inequality and the distributional effects of maximum loan-to-value ratio policy
Implementation of a sectoral systemic risk buffer for Malta
Experimental and analytical climate change-related indicators for the financial sector in Malta
Assessing the vulnerability of Maltese indebted households to inflation and interest rate shocks based on the household stress testing framework
IFRS 9 Classification of bonds
Expected credit loss model
A cyclical systemic risk indicator for Malta

2022
Special Feature: The effect of rising interest rates on households’ mortgage repayment capabilities
WP/05/2022 - MEDSEA-FIN: An estimated DSGE model with housing and financial frictions for Malta
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