All Publications 

   Publications - [Displaying results 1 - 20 of 59]
DateTitle and Description
Economic Letter - Vol 2014, No. 1324/11/2014Economic Letter - Vol 2014, No. 13
Loan loss forecasting: a methodological overview - Edward Gafney, Robert Kelly, Paul Lyons & Fergal McCann
Research Technical Paper 16RT14  24/11/2014Research Technical Paper 16RT14
A transitions-based framework for estimating expected credit losses by Edward Gafney, Robert Kelly & Fergal McCann
Research Technical Paper 17RT1424/11/2014Research Technical Paper 17RT14
A transitions-based model of loan default for Irish mortgages by Robert Kelly and Terence O'Malley
Research Technical Paper 18RT14  24/11/2014Research Technical Paper 18RT14
Modelling default transitions in the UK mortgage market by Fergal McCann
Economic Letter - Vol 2014, No. 1221/11/2014Economic Letter - Vol 2014, No. 12
Central Bank Minutes - Danielle Kedan and Rebecca Stuart
Settlement Agreement between the Central Bank of Ireland and Ulster Bank Ireland Limited12/11/2014Settlement Agreement between the Central Bank of Ireland and Ulster Bank Ireland Limited
The Central Bank of Ireland fined Ulster Bank Ireland Limited €3,500,000 and reprimanded it in relation to IT and governance failings that resulted in approximately 600,000 customers being deprived of essential and basic banking services over a 28 day period during June and July 2012. The fine and reprimand are in addition to a redress scheme required and overseen by the Central Bank under which the Firm has paid approximately €59 million to affected customers
Research Technical Paper 15RT1411/11/2014Research Technical Paper 15RT14
The effect of macroprudential policy on endogenous credit cycles, by Daragh Clancy and Rossana Merola
Settlement Agreement between the Central Bank of Ireland and Seamus McGrath t/a Seamus McGrath Financial Services17/10/2014Settlement Agreement between the Central Bank of Ireland and Seamus McGrath t/a Seamus McGrath Financial Services
The Central Bank of Ireland has entered into a Settlement Agreement with effect from 17 October 2014 with Seamus McGrath t/a Seamus McGrath Financial Services, a regulated financial services provider, in relation to a breach of the European Communities (Insurance Mediation) Regulations 2005.
Research Bulletin 201416/10/2014Research Bulletin 2014
Research Bulletin 2014
The Central Bank of Ireland has entered into a Settlement Agreement with E. Tarrant & Sons (Car Sales) Limited16/10/2014The Central Bank of Ireland has entered into a Settlement Agreement with E. Tarrant & Sons (Car Sales) Limited
The Central Bank of Ireland has entered into a Settlement Agreement with effect from 16 October 2014 with E. Tarrant & Sons (Car Sales) Limited, a regulated financial services provider, in relation to a breach of the European Communities (Insurance Mediation) Regulations 2005.
Economic Letter - Vol 2014, No.1115/10/2014Economic Letter - Vol 2014, No.11
A Fragmentation Indicator for Euro Area Sovereign Bond Markets- Kitty Moloney, Neill Killeen & Oliver Gilvarry
Research Technical Paper 14RT14  15/10/2014Research Technical Paper 14RT14
Property debt overhang: the case of Irish SMEs by Fergal McCann and Tara McIndoe-Calder
Quarterly Bulletin QB 403/10/2014Quarterly Bulletin QB 4
Quarterly Bulletin of the Central Bank for Q4 2014
Irish Residential Mortgage-Backed Securities – Preliminary Analysis of Loan-Level Data02/10/2014Irish Residential Mortgage-Backed Securities – Preliminary Analysis of Loan-Level Data
The European DataWarehouse, established in July 2012, provides access to publicly available information on European Asset-Backed Securities (ABS). There was limited detailed information on the underlying securities in Irish Residential Mortgage-Backed Securities (RMBS) prior to this time. This loan-level dataset allows investors in ABS to analyse the underlying assets. It also facilitates a detailed economic analysis of the underlying mortgage characteristics of Irish RMBS. This dataset supplements other currently available Central Bank of Ireland data sources, allowing a comparative analysis to be performed. This article analyses the underlying mortgages in the Irish RMBS dataset, focusing on Loan-to-Value and Loan-to-Income ratios, and mortgage arrears.
Economic Letter - Vol 2014, No. 1001/10/2014Economic Letter - Vol 2014, No. 10
Macro-prudential Tools and Credit Risk of Property Lending at Irish banks - Niamh Hallissey, Robert Kelly and Terry O'Malley
Economic Letter - Vol 2014, No. 930/09/2014Economic Letter - Vol 2014, No. 9
Housing market developments and household consumption, by Daragh Clancy, Mary Cussen and Reamonn Lydon
Research Technical Paper 13RT1430/09/2014Research Technical Paper 13RT14
Housing Market Activity and Consumption: Macro and Micro Evidence, by Daragh Clancy, Mary Cussen and Reamonn Lydon
Research Technical Paper 11RT1424/09/2014Research Technical Paper 11RT14
'EIRE Mod- A DSGE Model for Ireland' by Daragh Clancy and Rossana Merola
Research Technical Paper 12RT1424/09/2014Research Technical Paper 12RT14
'The Effects of Government Spending in a Small Open Economy within a Monetary Union' by Daragh Clancy, Pascal Jacquinot and Matija Lozej
Insurance Statistics 201317/09/2014Insurance Statistics 2013
Insurance Statistics 2013