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Details about Jan Hannes Lang

E-mail:
Homepage:https://sites.google.com/site/janhanneslang/
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Jan Hannes Lang.

Last updated 2019-11-04. Update your information in the RePEc Author Service.

Short-id: pla939


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Working Papers

2019

  1. Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
    Occasional Paper Series, European Central Bank Downloads View citations (2)

2018

  1. A framework for early-warning modeling with an application to banks
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Cross-country linkages and spill-overs in early warning models for financial crises
    Working Paper Series, European Central Bank Downloads View citations (1)
  3. Semi-structural credit gap estimation
    Working Paper Series, European Central Bank Downloads View citations (4)
  4. The leverage ratio, risk-taking and bank stability
    Bank of England working papers, Bank of England Downloads
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (9)

2017

  1. A new database for financial crises in European countries
    Occasional Paper Series, European Central Bank Downloads View citations (23)

2014

  1. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (44)

Journal Articles

2019

  1. Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
    Macroprudential Bulletin, 2019, 9 Downloads

2018

  1. Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator
    Financial Stability Review, 2018, 1 Downloads View citations (3)

2017

  1. Measuring Credit Gaps for Macroprudential Policy
    Financial Stability Review, 2017, 1 Downloads View citations (5)

2016

  1. A bank-level early warning model and its uses in macroprudential policy
    Macroprudential Bulletin, 2016, 1 Downloads View citations (1)

2015

  1. The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability
    Financial Stability Review, 2015, 2 Downloads View citations (4)
 
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