Banks' exposures to Home sovereign bonds

15-06-2020

This background document summarises information that was published by the European Banking Authority and that sheds some light on the status quo of the 'sovereign-bank' nexus, in view of the fact that the link between sovereign and bank credit risk has been identified as a risk to financial stability.

This background document summarises information that was published by the European Banking Authority and that sheds some light on the status quo of the 'sovereign-bank' nexus, in view of the fact that the link between sovereign and bank credit risk has been identified as a risk to financial stability.