Central Bank Research Hub - Series: European Systemic Risk Board Working papers 2016

Papers by year: All | 2018 | 2017 | 2016

Title Author(s)

How does risk flow in the credit default swap market?

Paper: WP33, 22.12.2016

JEL: G10, G15

Financial contagion with spillover effects: a multiplex network approach

Paper: WP32, 21.12.2016

JEL: C63, D85, G01, G18

The (unintended?) consequences of the largest liquidity injection ever

Paper: WP31, 21.12.2016

JEL: E58, G21, G28, H63

Exposure to international crises: trade vs. financial contagion

Paper: WP30, 17.11.2016

JEL: E32, F40, F41, F44, H63

Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors

Paper: WP29, 14.11.2016

JEL: G01, G21, G28

Financial intermediation, resource allocation, and macroeconomic interdependence

Paper: WP28, 20.10.2016

JEL: E44, F32, F41, G15, G21

(Pro?)-cyclicality of collateral haircuts and systemic illiquidity

Paper: WP27, 20.10.2016

JEL: E44, G01, G18

Using elasticities to derive optimal bankruptcy exemptions

Paper: WP26, 20.10.2016

JEL: D14, D52, E21

Macroeconomic effects of secondary market trading

Paper: WP25, 19.09.2016

JEL: E32, E44, G01

Macroprudential policy with liquidity panics

Paper: WP24, 19.09.2016

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

Paper: WP23, 19.09.2016

JEL: G23

Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment

Paper: WP22, 19.09.2016

JEL: G01, G21, G24, G28

ESBies: Safety in the tranches

Paper: WP21, 19.09.2016

JEL: E44, G01, G28

Multiplex interbank networks and systemic importance An application to European data

Paper: WP20, 08.08.2016

JEL: C67, D85, G21

Strategic complementarity in banks funding liquidity choices and financial stability

Paper: WP19, 25.07.2016

JEL: G20, G21, G28

Assessing the costs and benefits of capital-based macroprudential policy

Paper: WP17, 12.07.2016

JEL: G01, G21, G28

Bank recapitalizations and lending: A little is not enough

Paper: WP16, 28.06.2016

JEL: G21, G28

Credit default swap spreads and systemic financial risk

Paper: WP15, 28.06.2016

Catering to investors through product complexity

Paper: WP14, 28.06.2016

JEL: D12, D18, G1, I22

Banks' exposure to interest rate risk and the transmission of monetary policy

Paper: WP13, 09.06.2016

JEL: E44, E52, G21

Extreme risk interdependence

Paper: WP12, 03.06.2016

JEL: C12, C14, C52

Bank exposures and sovereign stress transmission

Paper: WP11, 02.05.2016

JEL: E44, F3, G01, G21, H63

Systemic risk in clearing houses: Evidence from the European repo market

Paper: WP10, 02.05.2016

JEL: E43, E58, G01, G21

Regime-dependent sovereign risk pricing during the euro crisis

Paper: WP09, 02.05.2016

JEL: C23, E44, F34, G12, H63

Double bank runs and liquidity risk management

Paper: WP08, 20.04.2016

JEL: G01, G21, G28

Bail-in expectations for European banks: Actions speak louder than words

Paper: WP07, 12.04.2016

JEL: G21, G28

Cross-country exposures to the Swiss franc

Paper: WP06, 24.03.2016

Securities trading by banks and credit supply: Micro-evidence from the crisis

Paper: WP05, 24.03.2016

JEL: G01, G21, G28

Capital market financing, firm growth, and firm size distribution

Paper: WP04, 11.03.2016

JEL: F65, G00, G10, G31, G32, L25

How excessive is banks maturity transformation?

Paper: WP03, 11.03.2016

JEL: G01, G21, G28

Macroprudential supervision: From theory to policy

Paper: WP02, 23.02.2016

Macro-financial stability under EMU

Paper: WP01, 23.02.2016

Papers by year: All | 2018 | 2017 | 2016