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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.

FSI Briefs No 5, April 2020. In response to the Covid-19 pandemic, governments have launched guarantee programmes to support bank lending to companies, especially small and medium-sized enterprises. This is essential to avoid a sharp contraction in bank credit that would exacerbate the pandemic's adverse impact. The design of such programmes needs to strike a difficult balance between responding promptly to the pandemic and maintaining a sufficient level of prudence. Key features of a sample of programmes (eg target beneficiaries, coverage of the guarantee, loan terms, length of the programme) reflect this tension. Incentives were created for the banks to join these programmes by exploiting flexibility in existing prudential requirements, while central banks have often provided liquidity support. Programmes are, however, subject to operational challenges and, ultimately, fiscal capacity limits.

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.

Close to 300 series at various frequencies for 60 countries have been updated.

Monthly and annual data have been updated for 60 countries. The average length of the monthly series is more than to 55 years. Some annual series go back to the middle of the 19th century - or even earlier for several countries.

The BIS's data set on consumer prices contains long monthly and annual time series for 60 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.

Remarks by Mr Stephen S Poloz, Governor of the Bank of Canada, at the Ivey Business School, London, Ontario, 30 April 2020.

We develop a parsimonious model to study the effect of regulations aimed at reducing counterparty risk on the structure of over-the-counter securities markets. We find that such regulations promote entry of dealers, thus fostering competition and lowering spreads. Greater competition, however, has an indirect negative effect on market-making profitability.

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).

FSI Briefs No 6, May 2020. Regulatory actions in the current circumstances need to focus on preserving banks' lending activity without jeopardising their solvency. This means that flexibility in capital requirements, including through the use of regulatory buffers, and capital conservation should go hand in hand. Basel III provides for automatic distribution constraints when capital falls below specific thresholds. In the current context, this may disincentivise firms from following authorities' recommendations to use capital buffers. Blanket distribution restrictions imposed through supervisory action may help address these disincentives to the extent that they are not linked to firms' individual capital positions and thus remove any possible stigma effect. Most authorities have undertaken initiatives in relation to banks' distribution policies in the Covid-19 pandemic environment. However, practices across jurisdictions diverge markedly as regards scope and stringency.

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.

Banks' performance on equity and debt markets since the Covid-19 outbreak has been on a par with that experienced after the collapse of Lehman Brothers in 2008. During the initial phase, the market sell-off swept over all banks, which underperformed significantly relative to other sectors. Still, markets showed some differentiation by bank nationality, and credit default swap (CDS) spreads rose the most for those banks that had entered the crisis with the highest level of credit risk. The subsequent stabilisation, brought about by forceful policy measures since mid-March, has favoured banks with higher profitability and healthier balance sheets. Less profitable banks saw their long-term rating outlooks revised to negative. And the CDS spreads of the riskiest banks continued increasing even through the stabilisation phase.

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.

We document that corporate pension contributions respond to tax-based incentives using the 2017 Tax Cut & Jobs Act (TCJA) as a natural experiment. The TCJA cut the U.S. federal corporate tax rate, temporarily increasing contribution incentives for sponsors of defined-benefit retirement plans. We exploit cross-sectional variation in ex-ante exposure to these incentives.

Long-term interest rates have remained low despite a surge in the issuance of sovereign debt to mitigate the economic impact of the pandemic.

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.

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.

A look at support and regenerative policy initiatives by the Federal Reserve and the Government as more than 20 million jobs were lost in April 2020.

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 Luca Metelli, Filippo Natoli and Luca Rossi

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 Gonçalo Faria and Fabio Verona

Bank of England Working Papers by Aydan Dogan and Ida Hjortsoe

Bank of England Working Papers by Cristiano Cantore and Lukas Freund