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One of the main mechanisms of azole resistance of Aspergillus fumigatus is thought to be a reduction in the drug’s affinity for the target molecule, Cyp51A, due to its amino acid mutation(s). It is known that the azole resistance pattern is closely related to the mutation site(s) of the molecule. In this study, we tried to develop a simple and rapid detection method for cyp51A mutations using the endonuclease Surveyor nuclease. The Surveyor nuclease assay was verified using several azole-resistant strains of A. fumigatus that possess point mutations in Cyp51A. For validation of the Surveyor nuclease assay, blind tests were conducted using 48 strains of A. fumigatus (17 azole-resistant and 31 azole-susceptible strains). The Surveyor nuclease assay could rapidly detect cyp51A mutations with one primer set. Also, all the tested strains harboring different cyp51A single point mutations could be clearly distinguished from the wild type. The Surveyor nuclease assay is a simple method that can detect cyp51A mutations rapidly.

This report outlines the progress made by banks in implementing the Basel Committee's Principles for effective risk data aggregation and risk reporting ("the Principles" or "BCBS 239")1 based on supervisors' assessments conducted in 2019.

Introductory statement by Ms Christine Lagarde, President of the European Central Bank, and Mr Luis de Guindos, Vice-President of the European Central Bank, Frankfurt am Main, 30 April 2020.

Advanced preliminary release for Q4 2019 quarterly data on debt service ratios (DSRs) for the private non-financial sector (PNFS) for 32 countries have been updated. DSRs for PNFS breakdown sectors, ie for households and for non-financial corporations are also available for 17 countries.

BCBS Press release "Basel Committee publishes stocktake report on climate-related financial risk initiatives'", 30 April 2020

This report summarises the main results of a stocktake conducted by the Basel Committee of its members' initiatives on climate-related financial risks.

Banks globally entered the Covid-19 crisis with roughly US$ 5 trillion of capital above their Pillar 1 regulatory requirements. The amount of additional lending will depend on how hard banks' capital is hit by the crisis, on their willingness to use the buffers and on other policy support. In an adverse stress scenario such as the savings and loan crisis, banks' usable buffers would decline to US$ 800 billion, which could support US$ 5 trillion of additional loans (6% of total loans outstanding). Yet in a severely adverse scenario, similar to the Great Financial Crisis, the corresponding figures would be only US$ 270 billion and US$ 1 trillion (1.3% of total loans).

Introductory remarks (by videoconference) by Mr Luis de Guindos, Vice-President of the European Central Bank, to the Committee on Economic and Monetary Affairs of the European Parliament, Frankfurt am Main, 7 May 2020.

Notional amounts of OTC derivatives rose from $544 trillion at end-December 2018 to $559 trillion at end-December 2019. This, however, corresponds to a significant fall over the last six months, which could be at least partly attributed to seasonal factors. The seasonal pattern in the data, whereby end-June values tend typically to be larger than end-of-year values, appears strongest in positions vis-à-vis central counterparties. Such end-of-year contractions can occur if dealer banks and/or their clients shrink their outstanding notional derivative positions for regulatory and financial reporting purposes. Contracts denominated in non-G4 currencies (ie excluding USD, EUR, JPY and GBP) have grown in size for both interest rate and foreign exchange derivatives, even though those denominated in US dollars remain the largest segment.

The semiannual OTC derivatives statistics provide data on notional amounts outstanding and gross market values for all types of over-the-counter derivatives contracts. They are reported by large dealers in 12 countries on a worldwide consolidated basis.

Daily data on effective exchange rate in nominal terms have been updated. Broad indices cover 60 economies, with data from 1996. Narrow indices cover 26 economies with data from 1983.

Daily data on exchange rates against the US dollar have been updated. This covers 81 economies with the earliest data starting in 1949.

Daily data on monetary policy rates have been updated. This covers 38 central banks with the earliest data starting in 1946.

Opening remarks by Ms Christine Lagarde, President of the European Central Bank, at the Online Edition of The State of the Union conference organised by the European University Institute, 8 May 2020.

Are financial intermediaries inherently unstable and, if so, why? To address this, we analyse whether model economies with financial intermediation are particularly prone to multiple, cyclic or stochastic equilibria.

See what’s happening in the CME Group Agricultural markets, including the latest in the options market and opportunities from seasonality, cheese market updates, Black Sea grain news and more.

Inflation pressure could be weak even after consumer demand for non-discretionary goods and services begins to grow as the economy gets back on its feet.

At a time of conflicting narratives, a range of markets from equities to energy to gold may persist in volatility until one narrative gains the upper hand.

Equities are likely to keep trading in volatile ranges until the many conflicting narratives in the market give way to a singular message for investors.

Equities have rallied since 2017 and yet the expected growth in dividends has declined since then. Is the fall in long-term interest rates to be blamed?

See volume, open interest, and other trading highlights for Fertilizer swaps and futures markets offered by CME Group.

Gold and silver prices often move in tandem, but the gap between them widened by 31% January through April in line with a trend that began nine years ago.

Bank of Italy Working Papers by Giorgio Albareto, Andrea Cardillo, Andrea Hamaui and Giuseppe Marinelli

Bank of Italy Working Papers by Concetta Rondinelli and Roberta Zizza

Bank of Italy Working Papers by Andrea Gazzani and Alejandro Vicondoa

Bank of Italy Working Papers by Eleonora Porreca and Alfonso Rosolia

Bank for International Settlements BIS Working Papers by David Cook and Nikhil Patel

Bank for International Settlements BIS Working Papers by Claudio Borio, Marc Farag and Nikola Tarashev

Bank of Finland Research Discussion Papers by Gene Ambrocio

Bank of Finland Research Discussion Papers by Eleonora Granziera and Markus Sihvonen

Bank of England Working Papers by Nicola Garbarino and Benjamin Guin

European Central Bank Working Papers by Marien Ferdinandusse, Maximilian Freier and Annukka Ristiniemi

Bank of Spain Working Papers by Henrique S. Basso and Juan F. Jimeno

European Central Bank Working Papers by Fabian Eser, Peter Karadi, Philip R. Lane, Laura Moretti and Chiara Osbat

Central Bank of Chile Working Papers by Carlos Madeira