ESRB Occasional Paper Series

From European Systemic Risk Board
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26: A map of the euro area financial system

Antonio Sánchez Serrano and Isabel Andersen

25: Joining up prudential and resolution regulation for systemically important banks

André Ebner and Christiane Westhoff

24: Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020

Martin Scheicher

23: The European significant risk transfer securitisation market

Fernando González and Cristina Morar Triandafil

22: Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic

Constanze Fay and Angelica Ghiselli

21: The market for short-term debt securities in Europe: what we know and what we do not know

Pierre-Emmanuel Darpeix

20: The economics of debt relief during a pandemic: lessons from the experience in Ireland

Edward Gaffney and Fergal McCann

19: Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28

Javier Suarez

18: The benefits of the Legal Entity Identifier for monitoring systemic risk JEL Classification: C81, E44, G28

Romain Calleja, Eleni Katsigianni, François Laurent, Beata Kaminska, Carlos Aparicio, Bartosz Dworak, Luis Garcia, Dominique Durant, Lucia Ristori, Robert Kirchner, Dimitrios Vitellas and Federico Pistelli

17: Pension schemes in the European Union: challenges and implications from macroeconomic and financial stability perspectives

Antonio Sánchez Serrano and Tuomas Peltonen

16: The making of a cyber crash: a conceptual model for systemic risk in the financial sector

Greg Ros

15: From the horse’s mouth: surveying responses to stress by banks and insurers

Jeroen Brinkhoff, Sam Langfield and Olaf Weeken

14: Indicators for the monitoring of central counterparties in the EU

Emanuel Alfranseder, Paweł Fiedor, Sarah Lapschies, Lucia Orszaghova and Paweł Sobolewski

13: A new database for financial crises in European countries

Marco Lo Duca, Anne Koban, Marisa Basten, Elias Bengtsson, Benjamin Klaus, Piotr Kusmierczyk, Jan Hannes Lang, Carsten Detken and Tuomas Peltonen

12: Assessing the cyclical implications of IFRS 9 – a recursive model

Jorge Abad and Javier Suarez

11: Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset

Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny and Linda Rousová

10: Assessing shadow banking – non-bank financial intermediation in Europe

Laurent Grillet-Aubert, Jean-Baptiste Haquin, Clive Jackson, Neill Killeen and Christian Weistroffer

9: Indirect contagion: the policy problem

Laurent Clerc, Alberto Giovannini, Sam Langfield, Tuomas A. Peltonen, Richard Portes and Martin Scheicher

8: Identifying early warning indicators for real estate-related banking crises

Stijn Ferrari, Mara Pirovano and Wanda Cornacchia

7: Network analysis of the EU insurance sector

Ivan Alves, Jeroen Brinkhoff, Stanislav Georgiev, Jean-Cyprien Héam, Iulia Moldovan and Marco Scotto di Carlo

6: Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders

Joachim Keller, Antoine Bouveret, Cristina Picillo, Zijun Liu, Julien Mazzacurati, Philippe Molitor, Jonas Söderberg, John Theal, Francesco de Rossi and Romain Calleja

5: Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options

Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha, Christian Castro, Sebastian Frontczak, Gastón Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz

4: Assessing contagion risks from the CDS market

Markus Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, Christoph Memmel, Tuomas Peltonen, Natalia Podlich, Martin Scheicher and Guillaume Vuillemey

3: The structure and resilience of the European interbank market

Ivan Alves, Stijn Ferrari, Pietro Franchini, Jean-Cyprien Heam, Pavol Jurca, Sam Langfield, Sebastiano Laviola, Franka Liedorp, Antonio Sánchez Serrano, Santiago Tavolaro and Guillaume Vuillemey

2: Towards a monitoring framework for securities financing transactions

Antoine Bouveret, Julien Jardelot, Joachim Keller, Philippe Molitor, John Thea and Mathieu Vital

1: Money market funds in Europe and financial stability

Julie Ansidei, Elias Bengtsson, Daniele Frison and Giles Ward