EconPapers    
Economics at your fingertips  
 

Details about Grzegorz Halaj

E-mail:
Homepage:https://www.bankofcanada.ca/profile/halaj-grzegorz/
Workplace:Bank of Canada, (more information at EDIRC)
European Central Bank, (more information at EDIRC)

Access statistics for papers by Grzegorz Halaj.

Last updated 2020-02-14. Update your information in the RePEc Author Service.

Short-id: pha267


Jump to Journal Articles

Working Papers

2019

  1. Interconnected Banks and Systemically Important Exposures
    Staff Working Papers, Bank of Canada Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (2)

2018

  1. Agent-based model of system-wide implications of funding risk
    Working Paper Series, European Central Bank Downloads View citations (4)

2017

  1. Simulating fire-sales in a banking and shadow banking system
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (6)
  2. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (16)
    See also Journal Article in Journal of Financial Stability (2018)
  3. The systemic implications of bail-in: a multi-layered network approach
    Working Paper Series, European Central Bank Downloads View citations (14)
    See also Journal Article in Journal of Financial Stability (2018)

2016

  1. Bank capital structure and the credit channel of central bank asset purchases
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. Dynamic balance sheet model with liquidity risk
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2016)

2014

  1. Modeling emergence of the interbank networks
    Working Paper Series, European Central Bank Downloads View citations (11)
    See also Journal Article in Quantitative Finance (2015)

2013

  1. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank Downloads View citations (29)
  2. Assessing interbank contagion using simulated networks
    Working Paper Series, European Central Bank Downloads View citations (53)
    See also Journal Article in Computational Management Science (2013)
  3. Optimal asset structure of a bank - bank reactions to stressful market conditions
    Working Paper Series, European Central Bank Downloads View citations (4)

2006

  1. Contagion effect in banking system - measures based on randomised loss scenarios
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Risk-based decisions on assets structure of a bank — partially observed economic conditions
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Strategic groups in Polish banking sector and financial stability
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2018

  1. How did the Greek credit event impact the credit default swap market?
    Journal of Financial Stability, 2018, 35, (C), 136-158 Downloads View citations (1)
  2. System-wide implications of funding risk
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 1151-1181 Downloads View citations (3)
  3. The missing links: A global study on uncovering financial network structures from partial data
    Journal of Financial Stability, 2018, 35, (C), 107-119 Downloads View citations (9)
    See also Working Paper (2017)
  4. The systemic implications of bail-in: A multi-layered network approach
    Journal of Financial Stability, 2018, 38, (C), 81-97 Downloads View citations (7)
    See also Working Paper (2017)

2016

  1. DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK
    International Journal of Theoretical and Applied Finance (IJTAF), 2016, 19, (07), 1-37 Downloads View citations (2)
    See also Working Paper (2016)
  2. Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis
    Financial Stability Review, 2016, 1 Downloads View citations (2)

2015

  1. Modelling the emergence of the interbank networks
    Quantitative Finance, 2015, 15, (4), 653-671 Downloads View citations (23)
    See also Working Paper (2014)

2013

  1. Assessing interbank contagion using simulated networks
    Computational Management Science, 2013, 10, (2), 157-186 Downloads View citations (53)
    See also Working Paper (2013)
  2. Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks
    Financial Stability Review, 2013, 2 Downloads

2009

  1. Strategic Groups and Banks’ Performance
    Financial Theory and Practice, 2009, 33, (2), 153-186 Downloads View citations (2)

2008

  1. Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information
    Applied Mathematical Finance, 2008, 15, (4), 305-329 Downloads
 
Page updated 2020-09-04