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ESRB Working Paper Series

From European Systemic Risk Board
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.

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54: Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market Downloads
Paweł Fiedor, Sarah Lapschies and Lucia Országhová
53: Two big distortions: bank incentives for debt financing Downloads
Jesse Groenewegen and Peter Wierts
52: Asset encumbrance, bank funding and fragility Downloads
Toni Ahnert, Kartik AnandAuthor-Name: Prasanna Gai and James Chapman
51: The missing links: A global study on uncovering financial network structures from partial data Downloads
Kartik Anand, Adam Banai, Soeren Friedrich, Rodney Garratt, Grzegorz HałajAuthor-Name: Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Christiano Silva, Laura Silvestri and Sergio Rubens Stancato de Souza
50: Equity versus bail-in debt in banking: an agency perspective Downloads
Caterina Mendicino and Kalin NikolovAuthor-Name: Javier Suarez
49: Wholesale funding dry-ups Downloads
Christophe Pérignon and David ThesmarAuthor-Name: Guillaume Vuillemey
48: Banking integration and house price comovement Downloads
Augustin Landier and David SraerAuthor-Name: David Thesmar
47: The real effects of bank capital requirements Downloads
Henri Fraisse and Mathias LéAuthor-Name: David Thesmar
46: Simulating fire-sales in a banking and shadow banking system Downloads
Susanna Calimani, Grzegorz Halaj and Dawid Żochowski
45: Use of unit root methods in early warning of financial crises Downloads
Timo Virtanen, Eero Tölö, Matti Virén and Katja Taipalus
44: Compressing over-the-counter markets Downloads
Marco D’Errico and Tarik Roukny
43: Coherent financial cycles for G-7 countries: Why extending credit can be an asset Downloads
Yves Schüler, Paul P. Hiebert and Tuomas A. Peltonen
42: A dynamic theory of mutual fund runs and liquidity management Downloads
Yao Zeng
41: Financial frictions and the real economy Downloads
Mario Pietrunti
40: Mapping the interconnectedness between EU banks and shadow banking entities Downloads
Jorge Abad, Marco D’Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes and Teresa Urbano
39: Decomposing financial (in)stability in emerging economies Downloads
Etienne Lepers and Antonio Sánchez Serrano
38: Flight to liquidity and systemic bank runs Downloads
Roberto Robatto
37: SRISK: a conditional capital shortfall measure of systemic risk Downloads
Christian Brownlees and Robert Engle
36: Credit conditions, macroprudential policy and house prices Downloads
Robert Kelly, Fergal McCann and Conor O'Toole
35: Addressing the safety trilemma: a safe sovereign asset for the eurozone Downloads
Ad van Riet
34: Resolution of international banks: can smaller countries cope? Downloads
Dirk Schoenmaker
33: How does risk flow in the credit default swap market? Downloads
Marco D'Errico, Stefano Battiston, Tuomas Peltonen and Martin Scheicher
32: Financial contagion with spillover effects: a multiplex network approach Downloads
Gustavo Peralta and Ricardo Crisóstomo
31: The (unintended?) consequences of the largest liquidity injection ever Downloads
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
30: Exposure to international crises: trade vs. financial contagion Downloads
Everett Grant
29: Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors Downloads
Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
28: Financial intermediation, resource allocation, and macroeconomic interdependence Downloads
Galip Ozhan
27: (Pro?)-cyclicality of collateral haircuts and systemic illiquidity Downloads
Florian Glaser and Sven Panz
26: Using elasticities to derive optimal bankruptcy exemptions Downloads
Eduardo Dávila
25: Macroeconomic effects of secondary market trading Downloads
Daniel Neuhann
24: Macroprudential policy with liquidity panics Downloads
Daniel Garcia-Macia and Alonso Villacorta
23: Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds Downloads
Sergey Chernenko and Adi Sunderam
22: Arbitraging the Basel securitization framework: Evidence from German ABS investment Downloads
Matthias Efing
21: ESBies: Safety in the tranches Downloads
Markus Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
20: Multiplex interbank networks and systemic importance – An application to European data Downloads
Iñaki Aldasoro and Iván Alves
19: Strategic complementarity in banks’ funding liquidity choices and financial stability Downloads
Andre Silva
18: Cyclical investment behavior across financial institutions Downloads
Yannick Timmer
17: Assessing the costs and benefits of capital-based macroprudential policy Downloads
Markus Behn, Marco Gross and Tuomas Peltonen
16: Bank recapitalizations and lending: A little is not enough Downloads
Timotej Homar
15: Credit default swap spreads and systemic financial risk Downloads
Stefano Giglio
14: Catering to investors through product complexity Downloads
Claire Célérier and Boris Vallée
13: Banks' exposure to interest rate risk and the transmission of monetary policy Downloads
Matthieu Gomez, Augustin Landier, David Sraer and David Thesmar
12: Extreme risk interdependence Downloads
Arnold Polanski and Evarist Stoja
11: Bank exposures and sovereign stress transmission Downloads
Carlo Altavilla, Marco Pagano and Saverio Simonelli
10: Systemic risk in clearing houses: Evidence from the European repo market Downloads
Charles Boissel, François Derrien, Evren Örs and David Thesmar
9: Regime-dependent sovereign risk pricing during the euro crisis Downloads
Anne-Laure Delatte, Julien Fouquau and Richard Portes
8: Double bank runs and liquidity risk management Downloads
Filippo Ippolito, Jose-Luis Peydro, Andrea Polo and Enrico Sette
7: Bail-in expectations for European banks: Actions speak louder than words Downloads
Alexander Schäfer, Isabel Schnabel and Beatrice Weder
6: Cross-country exposures to the Swiss franc Downloads
Agustín Bénétrix and Philip R. Lane
5: Securities trading by banks and credit supply: Micro-evidence from the crisis Downloads
Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous
4: Capital market financing, firm growth, and firm size distribution Downloads
Tatiana Didier, Ross Levine and Sergio Schmukler
3: How excessive is banks’ maturity transformation? Downloads
Anatoli Segura and Javier Suarez
2: Macroprudential supervision: From theory to policy Downloads
Dirk Schoenmaker and Peter Wierts
1: Macro-financial stability under EMU Downloads
Philip R. Lane
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