Details about Dawid Żochowski

Access statistics for papers by Dawid Żochowski.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: poc8

Working Papers

2023

1. Negative rates, monetary policy transmission and cross-border lending via international financial centres
   Bank of England working papers, Bank of England
   Also in Working Paper Series, European Central Bank (2023)

2020

2. Bank funding costs and solvency
   Bank of England working papers, Bank of England View citations (7)
   Also in Working Paper Series, European Central Bank (2020) View citations (11)
   See also Journal Article Bank funding costs and solvency, The European Journal of Finance, Taylor & Francis Journals (2022) View citations (6) (2022)
3. Simulating fire sales in a system of banks and asset managers
   Working Paper Series, European Central Bank
   See also Journal Article Simulating fire sales in a system of banks and asset managers, Journal of Banking & Finance, Elsevier (2022) View citations (4) (2022)

2019

4. Cross-border effects of prudential regulation: evidence from the euro area
   Working Paper Series, European Central Bank View citations (11)
   See also Journal Article Cross-border effects of prudential regulation: Evidence from the euro area, Journal of Financial Stability, Elsevier (2021) View citations (6) (2021)
   Chapter Cross-border spillovers from macroprudential policy in the euro area, BIS Papers chapters, Bank for International Settlements (2016) View citations (3) (2016)

2017

5. Knightian uncertainty and credit cycles
   Working Paper Series, European Central Bank View citations (3)
6. Shadow Banking and Market Discipline on Traditional Banks
   IMF Working Papers, International Monetary Fund View citations (5)
7. Simulating fire-sales in a banking and shadow banking system
   ESRB Working Paper Series, European Systemic Risk Board View citations (10)
8. The international bank lending channel of unconventional monetary policy
   Working Paper Series, European Central Bank View citations (8)
9. The risk premium channel and long-term growth
   Working Paper Series, European Central Bank View citations (2)

2016

10. Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
11. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
    Working Paper Series, European Central Bank View citations (24)
12. When shadows grow longer: shadow banking with endogenous entry
    Working Paper Series, European Central Bank View citations (1)

2014

13. Financial fragility of euro area households
    Working Paper Series, European Central Bank View citations (32)
    See also Journal Article Financial fragility of euro area households, Journal of Financial Stability, Elsevier (2016) View citations (78) (2016)

2013

14. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank View citations (41)

2006

15. Strategic groups in Polish banking sector and financial stability
    MPRA Paper, University Library of Munich, Germany View citations (1)
16. The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Chapter The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability, IFC Bulletins chapters, Bank for International Settlements (2007) View citations (1) (2007)

2005

17. Changes in the financing structure of the real economy in Poland - challenges for the banking sector
    MPRA Paper, University Library of Munich, Germany
    See also Chapter Changes in the financing structure of the real economy in Poland - challenges for the banking sector, BIS Papers chapters, Bank for International Settlements (2006) View citations (1) (2006)

Journal Articles

2022

1. Bank funding costs and solvency
   The European Journal of Finance, 2022, 28, (10), 931-963 View citations (6)
   See also Working Paper Bank funding costs and solvency, Bank of England working papers (2020) View citations (7) (2020)
2. Simulating fire sales in a system of banks and asset managers
   Journal of Banking & Finance, 2022, 138, (C) View citations (4)
   See also Working Paper Simulating fire sales in a system of banks and asset managers, Working Paper Series (2020) (2020)

2021

3. Cross-border effects of prudential regulation: Evidence from the euro area
   Journal of Financial Stability, 2021, 53, (C) View citations (6)
   See also Chapter Cross-border spillovers from macroprudential policy in the euro area, BIS Papers chapters, 2016, 86, 45-48 (2016) View citations (3) (2016)
   Working Paper Cross-border effects of prudential regulation: evidence from the euro area, Working Paper Series (2019) View citations (11) (2019)

2018

4. A new financial stability risk index to predict the near-term risk of recession
   Financial Stability Review, 2018, 1 View citations (7)

2017

5. MREL: financial stability implications
   Macroprudential Bulletin, 2017, 4 View citations (2)
6. Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective
   Macroprudential Bulletin, 2017, 3 View citations (2)

2016

7. Financial fragility of euro area households
   Journal of Financial Stability, 2016, 27, (C), 250-262 View citations (78)
   See also Working Paper Financial fragility of euro area households, Working Paper Series (2014) View citations (32) (2014)

2015

8. A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies
   Financial Stability Review, 2015, 1 View citations (6)

2011

9. Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005
   Prace i Materiały, 2011, 86, (2), 185-199 View citations (1)

2009

10. Strategic Groups and Banks’ Performance
    Financial Theory and Practice, 2009, 33, (2), 153-186 View citations (4)

Chapters

2016

1. Cross-border spillovers from macroprudential policy in the euro area
   A chapter in Macroprudential policy, 2016, vol. 86, pp 45-48 View citations (3)
   See also Journal Article Cross-border effects of prudential regulation: Evidence from the euro area, Elsevier (2021) View citations (6) (2021)
   Working Paper Cross-border effects of prudential regulation: evidence from the euro area, European Central Bank (2019) View citations (11) (2019)

2007

2. The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability
   A chapter in Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, 2007, vol. 26, pp 62-74 View citations (1)
   See also Working Paper The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability, University Library of Munich, Germany (2006) View citations (4) (2006)

2006

3. Changes in the financing structure of the real economy in Poland - challenges for the banking sector
   A chapter in The banking system in emerging economies: how much progress has been made?, 2006, vol. 28, pp 313-25 View citations (1)
   See also Working Paper Changes in the financing structure of the real economy in Poland - challenges for the banking sector, University Library of Munich, Germany (2005) (2005)