ESRB Working Paper Series
From European Systemic Risk Board 60640 Frankfurt am Main, Germany. Contact information at EDIRC. Bibliographic data for series maintained by Official Publications (). Access Statistics for this working paper series.
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- 89: The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios

- Ben Craig, Margherita Giuzio and Sandra Paterlini
- 88: What drives sovereign debt portfolios of banks in a crisis context?

- Matías Lamas and Javier Mencia
- 87: Pockets of risk in European housing markets: then and now

- Jane Kelly, Julia Le Blanc and Reamonn Lydon
- 86: Systemic illiquidity in the interbank network

- Sam Langfield, Zijun Liu, Tomohiro Ota and Gerardo Ferrara
- 85: Structural credit ratios

- Benedetta Bianchi
- 84: Reconstructing and stress testing credit networks

- Amanah Ramadiah, Fabio Caccioli and Daniel Fricke
- 83: Bank resolution and public backstop in an asymmetric banking union

- Anatoli Segura and Sergio Vicente
- 82: A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example

- Lukáš Pfeifer and Martin Hodula
- 81: The role of contagion in the transmission of financial stress

- Miguel C. Herculano
- 80: Implications of macroeconomic volatility in the Euro area

- Niko Hauzenberger, Maximilian Böck, Michael Pfarrhofer, Anna Stelzer and Gregor Zens
- 79: Lending standards and output growth

- Divya Kirti
- 78: Analyzing credit risk transmission to the non-financial sector in Europe: a network approach

- Christian Gross and Pierre Siklos
- 77: Cyclical investment behavior across financial institutions

- Yannick Timmer
- 76: Evaluating macroprudential policies

- Claudia Buch, Edgar Vogel and Benjamin Weigert
- 75: Insurers as asset managers and systemic risk

- Andrew Ellul, Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Wolf Wagner
- 74: Regulating the doom loop

- Spyros Alogoskoufis and Sam Langfield
- 73: Sovereign risk and bank risk-taking

- Anil Ari
- 72: Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets

- Paweł Fiedor
- 71: Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market

- Fergal McCann
- 70: The variance risk premium and capital structure

- Babak Lotfaliei
- 69: When gambling for resurrection is too risky

- Divya Kirti
- 68: Business cycles and the balance sheets of the financial and non-financial sectors

- Alonso Villacorta
- 67: Positive liquidity spillovers from sovereign bond-backed securities

- Peter Dunne
- 66: How effective are sovereign bond-backed securities as a spillover prevention device?

- David Cronin and Peter Dunne
- 65: Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment

- Maite De Sola Perea, Peter Dunne, Martin Puhl and Thomas Reininger
- 64: Short-selling bans and bank stability

- Alessandro Beber, Daniela Fabbri, Marco Pagano and Saverio Simonelli
- 63: Banks’ maturity transformation: risk, reward, and policy

- Pierluigi Bologna
- 62: The demand for central clearing: to clear or not to clear, that is the question

- Mario Bellia, Roberto Panzica, Loriana Pelizzon and Tuomas A. Peltonen
- 61: Discriminatory pricing of over-the-counter derivatives

- Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
- 60: Crises in the modern financial ecosystem

- Giovanni di Iasio and Zoltan Pozsar
- 59: ETF arbitrage under liquidity mismatch

- Kevin Pan and Yao Zeng
- 58: Syndicated loans and CDS positioning

- Iñaki Aldasoro and Andreas Barth
- 57: Why are banks not recapitalized during crises?

- Matteo Crosignani
- 56: A macro approach to international bank resolution

- Dirk Schoenmaker
- 55: Collateral scarcity premia in euro area repo markets

- Claudia Guagliano and Julien Mazzacurati
- 54: Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market

- Paweł Fiedor, Sarah Lapschies and Lucia Orszaghova
- 53: Two Big Distortions: Bank Incentives for Debt Financing

- Jesse Groenewegen and Peter Wierts
- 52: Asset encumbrance, bank funding and fragility

- Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman
- 51: The missing links: A global study on uncovering financial network structures from partial data

- Kartik Anand, Iman Lelyveld, Adam Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Halaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Silva, Laura Silvestri and Sergio Rubens Stancato de Souza
- 50: Equity versus bail-in debt in banking: an agency perspective

- Caterina Mendicino, Kalin Nikolov and Javier Suarez
- 49: Wholesale funding dry-ups

- Christophe Perignon, David Thesmar and Guillaume Vuillemey
- 48: Banking integration and house price comovement

- Augustin Landier, David Sraer and David Thesmar
- 47: The real effects of bank capital requirements

- Henri Fraisse, Mathias Lé and David Thesmar
- 46: Simulating fire-sales in a banking and shadow banking system

- Susanna Calimani, Grzegorz Halaj and Dawid Żochowski
- 45: Use of unit root methods in early warning of financial crises

- Timo Virtanen, Eero Tölö, Matti Virén and Katja Taipalus
- 44: Compressing over-the-counter markets

- Marco D'Errico and Tarik Roukny
- 43: Coherent financial cycles for G-7 countries: Why extending credit can be an asset

- Yves Schüler, Tuomas Peltonen and Paul Hiebert
- 42: A dynamic theory of mutual fund runs and liquidity management

- Yao Zeng
- 41: Financial frictions and the real economy

- Mario Pietrunti
- 40: Mapping the interconnectedness between EU banks and shadow banking entities

- Jorge Abad, Marco D'Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes and Teresa Urbano
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