Details about Sam Langfield

Access statistics for papers by Sam Langfield.

Last updated 2021-05-29. 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 (10)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (12)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (16)
2. Regulating the doom loop
   Working Paper Series, European Central Bank View citations (7)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (7)
   See also Journal Article in International Journal of Central Banking (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 in Quantitative Finance (2019)
5. Who bears interest rate risk?
   Working Paper Series, European Central Bank View citations (24)
   See also Journal Article in Review of Financial Studies (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 (57)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016) View citations (10)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)
   Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (9)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (10)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2016) View citations (10)
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016) View citations (20)
   ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (10)
   See also Journal Article in Economic Policy (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 (82)
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 (17)

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 (37)
   Also in Working Paper Series, European Central Bank (2015) View citations (34)
   See also Journal Article in Economic Policy (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 (29)
    Also in mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research (2014) View citations (21)
12. Mapping the UK interbank system
    Bank of England working papers, Bank of England View citations (101)
    See also Journal Article in Journal of Banking & Finance (2014)

2013

13. The structure and resilience of the European interbank market
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (49)

2012

14. Bank Ratings: What Determines Their Quality?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (23)
    Also in Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012) View citations (24)
    Working Paper Series, European Central Bank (2012) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (23)
    See also Journal Article in Economic Policy (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 (4)
   See also Working Paper (2019)

2019

2. Systemic illiquidity in the interbank network
   Quantitative Finance, 2019, 19, (11), 1779-1795 View citations (7)
   See also Working Paper (2018)
3. Who Bears Interest Rate Risk?
   Review of Financial Studies, 2019, 32, (8), 2921-2954 View citations (13)
   See also Working Paper (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 (56)
   See also Working Paper (2017)

2016

6. Bank bias in Europe: effects on systemic risk and growth
   Economic Policy, 2016, 31, (85), 51-106 View citations (115)
   See also Working Paper (2015)
7. Interbank Exposure Networks
   Computational Economics, 2016, 47, (1), 3-17 View citations (19)

2014

8. Mapping the UK interbank system
   Journal of Banking & Finance, 2014, 45, (C), 288-303 View citations (121)
   See also Working Paper (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 (2012)