ECB paper: Environmental score doubles green bond premium
A new European Central Bank (ECB) working paper provides empirical evidence of a two-tiered pricing approach for green bonds.
The Bank of England (BoE) has published its Forecast Evaluation Report, responding to recommendations from the Bernanke Review.
The Bank for International Settlements (BIS) has published a new working paper revealing that the US dollar's prominence in international debt securities has evolved in a wavelike pattern, not a monotonic trend.
The Bank of Japan expects Japan's economy to continue moderate growth, with underlying inflation gradually rising to its 2 percent target by the second half of the projection period.
A new European Central Bank (ECB) working paper finds that green bonds offer a yield premium, or 'greenium,' of up to 32 basis points.
A new European Central Bank (ECB) working paper provides empirical evidence of a two-tiered pricing approach for green bonds.
A new European Central Bank working paper provides empirical evidence that green bond pricing is sophisticated, considering both the green label and the issuer's environmental score.
The Swiss National Bank (SNB) has published a working paper proposing a probabilistic model to bridge asking and all-tenant rents.
A new Bank for International Settlements (BIS) working paper reveals that domestic economic policy uncertainty causes significant macroeconomic disruptions in Latin America. The study, covering Brazil, Chile, Colombia, and Mexico, finds this leads to output contraction and rising inflation.
The Financial Stability Board (FSB) published a revised paper on January 21, 2026, setting out good practices for Crisis Management Groups (CMGs) to enhance preparedness for cross-border financial crises affecting global systemically important banks (G-SIBs).
A new research memorandum from the Hong Kong Monetary Authority (HKMA) finds that banks actively using Commercial Data Interchange (CDI) offer more favorable loan terms to small and medium-sized enterprises (SMEs).
A new Bank for International Settlements (BIS) study finds that banks significantly increase their use of credit default swaps (CDS) to hedge loans when countercyclical capital buffer (CCyB) rates rise.