Details about Sam Langfield

Access statistics for papers by Sam Langfield.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pla829

Working Papers

2019

1. Discriminatory Pricing of Over-the-Counter Derivatives
   IMF Working Papers, International Monetary Fund View citations (11)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (16)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (12)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12)
2. Regulating the doom loop
   Working Paper Series, European Central Bank View citations (9)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (7)
   See also Journal Article Regulating the Doom Loop, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (5) (2020)

2018

3. From the horse’s mouth: surveying responses to stress by banks and insurers
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (2)
4. Systemic illiquidity in the interbank network
   ESRB Working Paper Series, European Systemic Risk Board View citations (2)
   Also in Bank of England working papers, Bank of England (2017) View citations (9)
   See also Journal Article Systemic illiquidity in the interbank network, Quantitative Finance, Taylor & Francis Journals (2019) View citations (12) (2019)
5. Who bears interest rate risk?
   Working Paper Series, European Central Bank View citations (27)
   See also Journal Article Who Bears Interest Rate Risk?, The Review of Financial Studies, Society for Financial Studies (2019) View citations (37) (2019)

2017

6. ESBies: safety in the tranches
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (64)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016) View citations (21)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (10)
   ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (10)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2016) View citations (11)
   Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (9)
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016) View citations (11)
   See also Journal Article ESBies: safety in the tranches, Economic Policy, CEPR, CESifo, Sciences Po (2017) View citations (72) (2017)

2016

7. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (93)
8. Too late, too sudden: Transition to a low-carbon economy and systemic risk
   Report of the Advisory Scientific Committee, European Systemic Risk Board View citations (21)

2015

9. 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 View citations (39)
   Also in Working Paper Series, European Central Bank (2015) View citations (35)
   See also Journal Article Bank bias in Europe: effects on systemic risk and growth, Economic Policy, CEPR, CESifo, Sciences Po (2016) View citations (141) (2016)

2014

10. Allocating macro-prudential powers
    Report of the Advisory Scientific Committee, European Systemic Risk Board View citations (1)
11. Is Europe Overbanked?
    Report of the Advisory Scientific Committee, European Systemic Risk Board View citations (30)
    Also in mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research (2014) View citations (28)
12. Mapping the UK interbank system
    Bank of England working papers, Bank of England View citations (114)
    See also Journal Article Mapping the UK interbank system, Journal of Banking & Finance, Elsevier (2014) View citations (133) (2014)

2013

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

2012

14. Bank Ratings: What Determines Their Quality?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (24)
    Working Paper Series, European Central Bank (2012) View citations (24)
    Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012) View citations (25)
    See also Journal Article Bank ratings: what determines their quality?, Economic Policy, CEPR, CESifo, Sciences Po (2013) View citations (25) (2013)
15. Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment
    Occasional Paper Series, European Central Bank

Journal Articles

2020

1. Regulating the Doom Loop
   International Journal of Central Banking, 2020, 16, (4), 251-292 View citations (5)
   See also Working Paper Regulating the doom loop, Working Paper Series (2019) View citations (9) (2019)

2019

2. Systemic illiquidity in the interbank network
   Quantitative Finance, 2019, 19, (11), 1779-1795 View citations (12)
   See also Working Paper Systemic illiquidity in the interbank network, ESRB Working Paper Series (2018) View citations (2) (2018)
3. Who Bears Interest Rate Risk?
   The Review of Financial Studies, 2019, 32, (8), 2921-2954 View citations (37)
   See also Working Paper Who bears interest rate risk?, Working Paper Series (2018) View citations (27) (2018)

2018

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

2017

5. ESBies: safety in the tranches
   Economic Policy, 2017, 32, (90), 175-219 View citations (72)
   See also Working Paper ESBies: safety in the tranches, LSE Research Online Documents on Economics (2017) View citations (64) (2017)

2016

6. Bank bias in Europe: effects on systemic risk and growth
   Economic Policy, 2016, 31, (85), 51-106 View citations (141)
   See also Working Paper Bank Bias in Europe: Effects on Systemic Risk and Growth, CSEF Working Papers (2015) View citations (39) (2015)
7. Interbank Exposure Networks
   Computational Economics, 2016, 47, (1), 3-17 View citations (20)

2014

8. Mapping the UK interbank system
   Journal of Banking & Finance, 2014, 45, (C), 288-303 View citations (133)
   See also Working Paper Mapping the UK interbank system, Bank of England working papers (2014) View citations (114) (2014)

2013

9. Bank ratings: what determines their quality?
   (Bank risk during the financial crisis: do business models matter?)
   Economic Policy, 2013, 28, (74), 289-333 View citations (25)
   See also Working Paper Bank Ratings: What Determines Their Quality?, Swiss Finance Institute Research Paper Series (2012) View citations (24) (2012)