Central bank research hub - Series: European Systemic Risk Board Working Papers 2018

Papers by year: All | 2019 | 2018 | 2017 | 2016

Systemic illiquidity in the interbank network

by Gerardo Ferrara , Sam Langfield , Zijun Liu and Tomohiro Ota

Paper: 86, 15.11.2018

JEL: D85, E44, E58, G28
Structural credit ratios

by Benedetta Bianchi

Paper: 85, 15.10.2018

JEL: E44, E51, G01
Reconstructing and stress testing credit networks

by Amanah Ramadiah , Fabio Caccioli and Daniel Fricke

Paper: 84, 01.09.2018

JEL: G11, G20, G21, G28, G32
The role of contagion in the transmission of financial stress

by Miguel C. Herculano

Paper: 81, 01.08.2018

JEL: C11, E44, G01, G21
Implications of macroeconomic volatility in the Euro area

by Niko Hauzenberger , Maximilian Böck , Michael Pfarrhofer , Anna Stelzer and Gregor Zens

Paper: 80, 01.08.2018

JEL: C30, E32, F41
Bank resolution and public backstop in an asymmetric banking union

by Anatoli Segura and Sergio Vicente

Paper: 83, 01.08.2018

JEL: G01, G21, G28
A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example

by Lukáš Pfeifer and Martin Hodula

Paper: 82, 01.08.2018

JEL: E58, G21, G28
Lending standards and output growth

by Divya Kirti

Paper: 79, 01.07.2018

JEL: E32, E44, G12
Analyzing credit risk transmission to the non-financial sector in Europe: a network approach

by Pierre L. Siklos and Christian Gross

Paper: 78, 01.07.2018

JEL: C01, C32, G01, G15
Cyclical investment behavior across financial institutions

by Yannick Timmer

Paper: 77, 01.07.2018

JEL: G11, G12, G15, G21, G22, G23
Evaluating macroprudential policies

by Benjamin Weigert , Claudia M. Buch and Edgar Vogel

Paper: 76, 01.07.2018

JEL: F34, G01, G21
Insurers as asset managers and systemic risk

by Andrew Ellul , Christian T. Lundblad , Wolf Wagner , Chotibhak Jotikasthira and Anastasia Kartasheva

Paper: 75, 01.05.2018

JEL: G11, G12, G14, G18, G22
Regulating the doom loop

by Spyros Alogoskoufis and Sam Langfield

Paper: 74, 01.05.2018

JEL: G01, G11, G21, G28
Sovereign risk and bank risk-taking

by Anil Ari

Paper: 73, 01.04.2018

JEL: E44, F30, F34, G01, G21, G28, H63
Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets

by Paweł Fiedor

Paper: 72, 01.03.2018

JEL: C58, G28, G32
Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market

by Fergal McCann

Paper: 71, 01.03.2018

JEL: G01, G21
The variance risk premium and capital structure

by Babak Lotfaliei

Paper: 70, 01.03.2018

JEL: G12, G32, G33
When gambling for resurrection is too risky

by Divya Kirti

Paper: 69, 01.02.2018

JEL: G21, G22, G28, G32
Business cycles and the balance sheets of the financial and non-financial sectors

by Alonso Villacorta

Paper: 68, 01.02.2018

JEL: E32, E44, G01
Positive liquidity spillovers from sovereign bond-backed securities

by Peter G. Dunne

Paper: 67, 30.01.2018

JEL: C22, C53, C58, C63, E44, G12, G24
How effective are sovereign bond-backed securities as a spillover prevention device?

by Peter G. Dunne and David Cronin

Paper: 66, 30.01.2018

JEL: C58, G11, G12, G17
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment

by Peter G. Dunne , Thomas Reininger , Maite De Sola Perea and Martin Puhl

Paper: 65, 30.01.2018

JEL: E43, E44, E52, G12, G14
Short-selling bans and bank stability

by Alessandro Beber , Daniela Fabbri , Marco Pagano and Saverio Simonelli

Paper: 64, 30.01.2018

JEL: G01, G12, G14, G18
Banks' maturity transformation:risk, reward, and policy

by Pierluigi Bologna

Paper: 63, 30.01.2018

JEL: E43, G21, G28