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Details about Sam Langfield

E-mail:
Homepage:http://www.samlangfield.com
Workplace:European Central Bank, (more information at EDIRC)
Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)

Access statistics for papers by Sam Langfield.

Last updated 2021-05-29. Update your information in the RePEc Author Service.

Short-id: pla829


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Working Papers

2019

  1. Discriminatory Pricing of Over-the-Counter Derivatives
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)
    ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (12)
  2. Regulating the doom loop
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2018) Downloads View citations (7)

    See also Journal Article Regulating the Doom Loop, International Journal of Central Banking, International Journal of Central Banking (2020) Downloads View citations (4) (2020)

2018

  1. From the horse’s mouth: surveying responses to stress by banks and insurers
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (2)
  2. Systemic illiquidity in the interbank network
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (2)
    Also in Bank of England working papers, Bank of England (2017) Downloads View citations (9)

    See also Journal Article Systemic illiquidity in the interbank network, Quantitative Finance, Taylor & Francis Journals (2019) Downloads View citations (9) (2019)
  3. Who bears interest rate risk?
    Working Paper Series, European Central Bank Downloads View citations (26)
    See also Journal Article Who Bears Interest Rate Risk?, The Review of Financial Studies, Society for Financial Studies (2019) Downloads View citations (29) (2019)

2017

  1. ESBies: safety in the tranches
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (63)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016) Downloads View citations (21)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (10)
    ESRB Working Paper Series, European Systemic Risk Board (2016) Downloads View citations (10)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (9)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2016) Downloads View citations (11)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (11)

    See also Journal Article ESBies: safety in the tranches, Economic Policy, CEPR, CESifo, Sciences Po (2017) Downloads View citations (67) (2017)

2016

  1. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (91)
  2. Too late, too sudden: Transition to a low-carbon economy and systemic risk
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads View citations (18)

2015

  1. Bank Bias in Europe: Effects on Systemic Risk and Growth
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (39)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (35)

    See also Journal Article Bank bias in Europe: effects on systemic risk and growth, Economic Policy, CEPR, CESifo, Sciences Po (2016) Downloads View citations (125) (2016)

2014

  1. Allocating macro-prudential powers
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads View citations (1)
  2. Is Europe Overbanked?
    mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research Downloads View citations (22)
    Also in Report of the Advisory Scientific Committee, European Systemic Risk Board (2014) Downloads View citations (30)
  3. Mapping the UK interbank system
    Bank of England working papers, Bank of England Downloads View citations (109)
    See also Journal Article Mapping the UK interbank system, Journal of Banking & Finance, Elsevier (2014) Downloads View citations (127) (2014)

2013

  1. The structure and resilience of the European interbank market
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (51)

2012

  1. Bank Ratings: What Determines Their Quality?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (23)
    Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012) Downloads View citations (24)
    Working Paper Series, European Central Bank (2012) Downloads View citations (23)

    See also Journal Article Bank ratings: what determines their quality?, Economic Policy, CEPR, CESifo, Sciences Po (2013) Downloads View citations (25) (2013)
  2. Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment
    Occasional Paper Series, European Central Bank Downloads

Journal Articles

2020

  1. Regulating the Doom Loop
    International Journal of Central Banking, 2020, 16, (4), 251-292 Downloads View citations (4)
    See also Working Paper Regulating the doom loop, Working Paper Series (2019) Downloads View citations (7) (2019)

2019

  1. Systemic illiquidity in the interbank network
    Quantitative Finance, 2019, 19, (11), 1779-1795 Downloads View citations (9)
    See also Working Paper Systemic illiquidity in the interbank network, ESRB Working Paper Series (2018) Downloads View citations (2) (2018)
  2. Who Bears Interest Rate Risk?
    The Review of Financial Studies, 2019, 32, (8), 2921-2954 Downloads View citations (29)
    See also Working Paper Who bears interest rate risk?, Working Paper Series (2018) Downloads View citations (26) (2018)

2018

  1. The distribution of interest rate risk in the euro area
    Financial Stability Review, 2018, 1 Downloads View citations (1)

2017

  1. ESBies: safety in the tranches
    Economic Policy, 2017, 32, (90), 175-219 Downloads View citations (67)
    See also Working Paper ESBies: safety in the tranches, LSE Research Online Documents on Economics (2017) Downloads View citations (63) (2017)

2016

  1. Bank bias in Europe: effects on systemic risk and growth
    Economic Policy, 2016, 31, (85), 51-106 Downloads View citations (125)
    See also Working Paper Bank Bias in Europe: Effects on Systemic Risk and Growth, CSEF Working Papers (2015) Downloads View citations (39) (2015)
  2. Interbank Exposure Networks
    Computational Economics, 2016, 47, (1), 3-17 Downloads View citations (20)

2014

  1. Mapping the UK interbank system
    Journal of Banking & Finance, 2014, 45, (C), 288-303 Downloads View citations (127)
    See also Working Paper Mapping the UK interbank system, Bank of England working papers (2014) Downloads View citations (109) (2014)

2013

  1. Bank ratings: what determines their quality?
    (Bank risk during the financial crisis: do business models matter?)
    Economic Policy, 2013, 28, (74), 289-333 Downloads View citations (25)
    See also Working Paper Bank Ratings: What Determines Their Quality?, Swiss Finance Institute Research Paper Series (2012) Downloads View citations (23) (2012)
 
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