Central Bank Research Hub - Series: European Systemic Risk Board Working papers 2017

Papers by year: All | 2017 | 2016

Title Author(s)

ETF arbitrage under liquidity mismatch

Paper: 59, 04.12.2017

JEL: G12, G14, G23

Two Big Distortions: Bank Incentives for Debt Financing

Paper: WP53, 01.08.2017

JEL: G21, G32, H25

Asset Encumbrance, Bank Funding and Fragility

Paper: WP52, 14.07.2017

JEL: G01, G21, G28

The missing links: A global study on uncovering financial network structures from partial data

Paper: WP51, 14.07.2017

JEL: C63, D85, G20, L14

Equity versus bail-in debt in banking: an agency perspective

Paper: WP50, 30.06.2017

JEL: G21, G28, G32

Wholesale funding dry-ups

Paper: WP49, 30.06.2017

JEL: G21

Banking integration and house price comovement

Paper: WP48, 15.06.2017

JEL: F65, G21, R30

The real effects of bank capital requirements

Paper: WP47, 15.06.2017

JEL: E51, G21, G28

Simulating fire-sales in a banking and shadow banking system

Paper: WP46, 09.06.2017

JEL: C63, D85, G21, G23

Use of unit root methods in early warning of financial crises

Paper: WP45, 09.06.2017

JEL: G01, G14, G21

Compressing over-the-counter markets

Paper: WP44, 02.05.2017

JEL: C61, D53, D85, G01, G10, G12

Coherent financial cycles for G-7 countries: Why extending credit can be an asset

Paper: WP43, 02.05.2017

JEL: C54, E32, E44, E58, G01

A dynamic theory of mutual fund runs and liquidity management

Paper: WP42, 03.04.2017

JEL: D92, G01, G21, G23, G32, G33

Financial frictions and the real economy

Paper: WP41, 03.04.2017

JEL: C15, E32, E44, G01

Mapping the interconnectedness between EU banks and shadow banking entities

Paper: WP40, 15.03.2017

JEL: F65, G21, G23

Decomposing financial (in)stability in emerging economies

Paper: WP39, 14.03.2017

JEL: E44, F65, G01, G15, G21, G23

Flight to liquidity and systemic bank runs

Paper: WP38, 10.03.2017

JEL: E44, E51, G20

SRISK: a conditional capital shortfall measure of systemic risk

Paper: WP37, 10.03.2017

JEL: C22, C23, C53, G01, G20

Credit conditions, macroprudential policy and house prices

Paper: WP36, 13.02.2017

JEL: E58, G21, G28, R31

Addressing the safety trilemma: a safe sovereign asset for the eurozone

Paper: WP35, 13.02.2017

JEL: F33, F34, G15, H63, H7

Resolution of international banks: can smaller countries cope?

Paper: WP34, 13.02.2017

JEL: F30, G21, G28

Papers by year: All | 2017 | 2016