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ESRB Working Paper Series

From European Systemic Risk Board
60640 Frankfurt am Main, Germany.
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145: The transmission of macroprudential policy in the tails: evidence from a narrative approach Downloads
Simon Lloyd, Álvaro Fernández-Gallardo and Ed Manuel
144: Quantitative easing, accounting and prudential frameworks, and bank lending Downloads
Andrea Orame, Rodney Ramcharan and Roberto Robatto
143: Fear the Walking Dead? Zombie Firms in the Euro Area and Their Effect on Healthy Firms’ Credit Conditions Downloads
Lea Katharina Havemeister and Kristian Horn
142: The demand for long-term mortgage contracts and the role of collateral Downloads
Lu Liu
141: The externalities of fire sales: evidence from collateralized loan obligations Downloads
Shohini Kundu
140: Financial fragility in open-ended mutual funds: the role of liquidity management tools Downloads
Peter Dunne, Lorenz Emter, Falko Fecht, Raffaele Giuliana and Oana Peia
139: Corrective regulation with imperfect instruments Downloads
Eduardo Davila and Ansgar Walther
138: The effect of structural risks on financial downturns Downloads
Martin Hodula, Lukáš Pfeifer and Jan Janků
137: Macroprudential policy and the role of institutional investors in housing markets Downloads
Manuel A. Muñoz and Frank Smets
136: Interbank credit exposures and financial stability Downloads
Oren Schneorson
135: Housing and credit misalignments in a two-market disequilibrium framework Downloads
Jaunius Karmelavičius, Ieva Mikaliunaite-Jouvanceau and Austėja Petrokaitė Petrokaitė
134: Are fund managers rewarded for taking cyclical risks? Downloads
Ellen Ryan
133: Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital Downloads
Raffaele Giuliana
132: Life-cycle risk-taking with personal disaster risk Downloads
Fabio Bagliano, Carolina Fugazza and Giovanna Nicodano
131: Empirical analysis of collateral at central counterparties Downloads
Magdalena Grothe, N. Aaron Pancost and Stathis Tompaidis
130: Prudential policy with distorted beliefs Downloads
Eduardo Davila and Ansgar Walther
129: The role of systemic risk spillovers in the transmission of Euro Area monetary policy Downloads
Alexandros Skouralis
128: Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations Downloads
Nishant Vats and Shohini Kundu
127: Do liquidity limits amplify money market fund redemptions during the COVID crisis? Downloads
Peter G. Dunne and Raffaele Giuliana
126: Synthetic Leverage and Fund Risk-Taking Downloads
Daniel Fricke
125: Determinants of the credit cycle: a flow analysis of the extensive margin Downloads
Vincenzo Cuciniello and Nicola di Iasio
124: A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector Downloads
Francesco Meglioli and Stephanie Gauci
123: Risky mortgages, credit shocks and cross-border spillovers Downloads
Alejandro Buesa, Alicia de Quinto and Francisco Javier Población García
122: Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework Downloads
Valerio Vacca, Fabian Bichlmeier, Paolo Biraschi, Natalie Boschi, Antonio J. Bravo Álvarez, Luciano Di Primio, André Ebner, Silvia Hoeretzeder, Elisa Llorente Ballesteros, Claudia Miani, Giacomo Ricci, Raffaele Santioni, Stefan Schellerer and Hanna Westman
121: Resolving mortgage distress after COVID-19: some lessons from the last crisis Downloads
Fergal McCann and O’Malley, Terry
120: A quantitative analysis of the countercyclical capital buffer Downloads
Miguel Faria-e-Castro
119: Investment funds, monetary policy, and the global financial cycle Downloads
Christoph Kaufmann
118: The impact of macroprudential policies on capital flows in CESEE Downloads
Markus Eller, Niko Hauzenberger, Florian Huber, Helene Schuberth and Lukas Vashold
117: The importance of technology in banking during a crisis Downloads
Yannick Timmer and Niccola Pierri
116: Procyclical asset management and bond risk premia Downloads
Alexandru Barbu, Christoph Fricke and Emanuel Moench
115: Cross-border credit derivatives linkages Downloads
Benedetta Bianchi
114: Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps Downloads
Piergiorgio Alessandri, Pierluigi Bologna and Maddalena Galardo
113: Financial stability policies and bank lending: quasi-experimental evidence from Federal Reserve interventions in 1920-21 Downloads
Kilian Rieder
112: Retrenchment of euro area banks and international banking models Downloads
Isabel Argimon, Elena Fernández Ortiz and Maria Rodriguez-Moreno
111: Debt holder monitoring and implicit guarantees: did the BRRD improve market discipline? Downloads
Jannic Alexander Cutura
110: Gap-filling government debt maturity choice Downloads
Frederik Eidam
109: A dynamic network model to measure exposure diversification in the Austrian interbank market Downloads
Juraj Hledik and Riccardo Rastelli
108: The network of firms implied by the news Downloads
Hannan Zheng and Gustavo Schwenkler
107: Regulating financial networks under uncertainty Downloads
Carlos Ramírez
106: Electoral cycles in macroprudential regulation Downloads
Karsten Müller
105: Shadow banking and financial stability under limited deposit insurance Downloads
Lukas Voellmy
104: The effects of capital requirements on good and bad risk-taking Downloads
N. Aaron Pancost and Roberto Robatto
103: Interactions between bank levies and corporate taxes: How is the bank leverage affected? Downloads
Franziska Bremus, Kirsten Schmidt and Lena Tonzer
102: Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard Downloads
Szilárd Erhart
101: Macroprudential policy spillovers and international banking - Taking the gravity approach Downloads
Anni Norring
100: Fire-sales in frozen markets Downloads
Ehsan Ebrahimy
99: Securisation special purpose entities, bank sponsors and derivatives Downloads
Paweł Fiedor and Neill Killeen
98: Bank asset quality and monetary policy pass-through Downloads
Robert Kelly and David Byrne
97: Rethinking capital regulation: the case for a dividend prudential target Downloads
Manuel A. Muñoz
96: Optimally solving banks’ legacy problems Downloads
Anatoli Segura and Javier Suarez
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