Details about Jan Hannes Lang

Access statistics for papers by Jan Hannes Lang.

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

Short-id: pla939

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 View citations (2)

2018

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

2017

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

2014

7. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
   ESRB Occasional Paper Series, European Systemic Risk Board 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

2018

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

2017

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

2016

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

2015

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