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Details about Dawid Żochowski

Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Dawid Żochowski.

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

Short-id: poc8


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Working Papers

2023

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

2020

  1. Bank funding costs and solvency
    Bank of England working papers, Bank of England Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (11)

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

2019

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

2017

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

2016

  1. 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 Downloads
  2. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
    Working Paper Series, European Central Bank Downloads View citations (24)
  3. When shadows grow longer: shadow banking with endogenous entry
    Working Paper Series, European Central Bank Downloads View citations (1)

2014

  1. Financial fragility of euro area households
    Working Paper Series, European Central Bank Downloads View citations (32)
    See also Journal Article Financial fragility of euro area households, Journal of Financial Stability, Elsevier (2016) Downloads View citations (77) (2016)

2013

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

2006

  1. Strategic groups in Polish banking sector and financial stability
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. 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 Downloads 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) Downloads View citations (1) (2007)

2005

  1. Changes in the financing structure of the real economy in Poland - challenges for the banking sector
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads View citations (1) (2006)

Journal Articles

2022

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

2021

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

2018

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

2017

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

2016

  1. Financial fragility of euro area households
    Journal of Financial Stability, 2016, 27, (C), 250-262 Downloads View citations (77)
    See also Working Paper Financial fragility of euro area households, Working Paper Series (2014) Downloads View citations (32) (2014)

2015

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

2011

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

2009

  1. Strategic Groups and Banks’ Performance
    Financial Theory and Practice, 2009, 33, (2), 153-186 Downloads 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 Downloads View citations (3)
    See also Journal Article Cross-border effects of prudential regulation: Evidence from the euro area, Elsevier (2021) Downloads View citations (6) (2021)
    Working Paper Cross-border effects of prudential regulation: evidence from the euro area, European Central Bank (2019) Downloads View citations (11) (2019)

2007

  1. 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 Downloads 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) Downloads View citations (4) (2006)

2006

  1. 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 Downloads 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) Downloads (2005)
 
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