Details about Jan Hannes Lang

Access statistics for papers by Jan Hannes Lang.

Last updated 2025-07-07. Update your information in the RePEc Author Service.

Short-id: pla939

Working Papers

2025

1. The impact of monetary policy and macroprudential policy on corporate lending rates in the Euro area
   Working Paper Series, European Central Bank

2023

2. House prices and ultra-low interest rates: exploring the non-linear nexus
   Working Paper Series, European Central Bank
   See also Journal Article House prices and ultra-low interest rates: exploring the nonlinear nexus, Empirical Economics, Springer (2025) (2025)
3. Medium-term growth-at-risk in the euro area
   Working Paper Series, European Central Bank View citations (2)
4. The state-dependent impact of changes in bank capital requirements
   Discussion Papers, Deutsche Bundesbank View citations (4)
   Also in Working Paper Series, European Central Bank (2023) View citations (4)
   See also Journal Article The state-dependent impact of changes in bank capital requirements, Journal of Banking & Finance, Elsevier (2025) (2025)

2020

5. Cyclical systemic risk and downside risks to bank profitability
   Working Paper Series, European Central Bank View citations (10)

2019

6. 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 (51)

2018

7. A framework for early-warning modeling with an application to banks
   Working Paper Series, European Central Bank View citations (16)
8. Cross-country linkages and spill-overs in early warning models for financial crises
   Working Paper Series, European Central Bank View citations (2)
9. Semi-structural credit gap estimation
   Working Paper Series, European Central Bank View citations (16)
10. The leverage ratio, risk-taking and bank stability
    Bank of England working papers, Bank of England View citations (6)
    Also in Working Paper Series, European Central Bank (2017) View citations (16)
    See also Journal Article The leverage ratio, risk-taking and bank stability, Journal of Financial Stability, Elsevier (2024) View citations (1) (2024)

2017

11. A new database for financial crises in European countries
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (100)
    Also in Occasional Paper Series, European Central Bank (2017) View citations (96)

2014

12. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (94)

Journal Articles

2025

1. 120 years of insight: Geopolitical risk and bank solvency
   Economics Letters, 2025, 247, (C)
2. Geopolitical risk and its implications for macroprudential policy
   Macroprudential Bulletin, 2025, 28
3. House prices and ultra-low interest rates: exploring the nonlinear nexus
   Empirical Economics, 2025, 68, (3), 1001-1037
   See also Working Paper House prices and ultra-low interest rates: exploring the non-linear nexus, Working Paper Series (2023) (2023)
4. The state-dependent impact of changes in bank capital requirements
   Journal of Banking & Finance, 2025, 176, (C)
   See also Working Paper The state-dependent impact of changes in bank capital requirements, Discussion Papers (2023) View citations (4) (2023)

2024

5. The leverage ratio, risk-taking and bank stability
   Journal of Financial Stability, 2024, 74, (C) View citations (1)
   See also Working Paper The leverage ratio, risk-taking and bank stability, Bank of England working papers (2018) View citations (6) (2018)

2023

6. Implications for macroprudential policy as the financial cycle turns
   Macroprudential Bulletin, 2023, 22 View citations (2)
7. Real estate markets in an environment of high financing costs
   Financial Stability Review, 2023, 2 View citations (1)

2022

8. Real estate markets, financial stability and macroprudential policy
   Macroprudential Bulletin, 2022, 19 View citations (1)
9. The analytical toolkit for the assessment of residential real estate vulnerabilities
   Macroprudential Bulletin, 2022, 19 View citations (1)
10. The transmission and effectiveness of macroprudential policies for residential real estate
    Macroprudential Bulletin, 2022, 19 View citations (2)

2020

11. Trends in residential real estate lending standards and implications for financial stability
    Financial Stability Review, 2020, 1 View citations (7)

2019

12. Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
    Macroprudential Bulletin, 2019, 9 View citations (3)

2018

13. 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 (4)

2017

14. Measuring Credit Gaps for Macroprudential Policy
    Financial Stability Review, 2017, 1 View citations (12)

2016

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

2015

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