Kopafbeelding onderzoek CPB

Financial markets

During and after the financial crisis of 2007 and 2008 insecurity about the financial system has increased sharply. CPB conducts research into the functioning of financial markets and the effects of policy.

Most recent publications

How do the Dutch Finance their Own House? – Descriptive Evidence from Administrative Data

We investigate the major financing components which are used to purchase a house in the Netherlands. This is important to shed more light on the effects of changing lending norms. We look at the full universe of housing transactions in the Netherlands by making use of administrative data from Statistics Netherlands (CBS) for the period 2006-2014.

CPB Background Document | 5 June 2018

26 pages | pdf document, 1.3 MB

Go to publication

A Review on ESBies - The senior tranche of sovereign bond-backed securities

Safe assets, assets with low risk and high liquidity, are the cornerstone for modern financial systems. The biggest holders of safe assets are banks, which need to hold safe assets to meet capital and liquidity requirements. Safe assets also provide high-quality, liquid collateral for banks’ repo transactions. Besides, safe assets provide benchmarks for the price formation of other financial assets.

CPB Background Document | 5 June 2018

20 pages | pdf document, 868.6 KB

Go to publication

Capital position of banks in the EMU: an analysis of Banking Union scenarios

This CPB Background Document provides details of the simulations of shocks to the capital position of banks in the EMU that underpins the Financial Risk Report 2018 of the CPB. This involves investigating the potential impact of two legacy problems on the capital position of banks. These problems are the high amount of government debt, especially in Italy, and the high level of non-performing loans on banks’ balance sheets.

CPB Background Document | 29 May 2018

20 pages | pdf document, 1.4 MB

Go to publication

Share this page