Eric Cuijpers
Economist · De Nederlandsche Bank
I study how regulatory frameworks shape bank behaviour by combining econometric methods with granular knowledge of European bank regulation and policy.
Recent
- Bank Valuation and Macroprudential Capital Buffers Surprise macroprudential capital buffer announcements are associated with a short-run decline in bank price-to-book ratios, followed by a sustained increase — evidence that the risk channel dominates the payout channel.
- Differentiated Deleveraging: How Do Banks Respond to Capital Ratios and Capital Requirements? Higher capital ratios reduce portfolio sizes, but only for high-risk portfolios and low-leverage banks. Capital requirements have only a small effect on loan pricing once banks are adequately capitalised.
- European Bank Regulatory Data: The EBA Disclosures Panel (2012–2025) Analysis-ready panel of European bank regulatory disclosures. Quarterly data on capital ratios, balance sheets, RWA, and credit risk exposures for large European banks.