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Publications published in 2017

20/12/2017
ESRB risk dashboard, December 2017 (Issue 22)
15/12/2017
The demand for central clearing: to clear or not to clear, that is the question
15/12/2017
Discriminatory pricing of over-the-counter derivatives
15/12/2017
Crises in the modern financial ecosystem
01/12/2017
ETF arbitrage under liquidity mismatch
15/11/2017
Syndicated loans and CDS positioning
15/11/2017
Why are banks not recapitalized during crises?
01/11/2017
A macro approach to international bank resolution
20/10/2017
Collateral scarcity premia in euro area repo markets
28/09/2017
ESRB risk dashboard, September 2017 (Issue 21)
15/09/2017
Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market
17/08/2017
Regulatory risk-free yield curve properties and macroprudential consequences
17/08/2017
Recovery and resolution for the EU insurance sector: a macroprudential perspective
01/08/2017
Two Big Distortions: Bank Incentives for Debt Financing
31/07/2017
A new database for financial crises in European countries
28/07/2017
ESRB Annual Report 2016
17/07/2017
Assessing the cyclical implications of IFRS 9 - a recursive model
17/07/2017
Financial stability implications of IFRS 9
14/07/2017
Asset encumbrance, bank funding and fragility
14/07/2017
The missing links: A global study on uncovering financial network structures from partial data
11/07/2017
Resolving non-performing loans in Europe
30/06/2017
Equity versus bail-in debt in banking: an agency perspective
30/06/2017
Wholesale funding dry-ups
29/06/2017
ESRB Risk Dashboard, June 2017 (Issue 20)
14/06/2017
Banking integration and house price comovement
14/06/2017
The real effects of bank capital requirements
09/06/2017
Simulating fire-sales in a banking and shadow banking system
09/06/2017
Use of unit root methods in early warning of financial crises
29/05/2017
EU Shadow Banking Monitor, May 2017 (no. 2)
02/05/2017
Compressing over-the-counter markets
02/05/2017
Coherent financial cycles for G-7 countries: Why extending credit can be an asset
21/04/2017
Revision of the European Market Infrastructure Regulation
13/04/2017
A Review of Macroprudential Policy in the EU in 2016
03/04/2017
A dynamic theory of mutual fund runs and liquidity management
03/04/2017
Financial frictions and the real economy
30/03/2017
ESRB Risk Dashboard, March 2017 (Issue 19)
15/03/2017
Mapping the interconnectedness between EU banks and shadow banking entities
14/03/2017
Decomposing financial (in)stability in emerging economies
10/03/2017
Flight to liquidity and systemic bank runs
10/03/2017
SRISK: a conditional capital shortfall measure of systemic risk
16/02/2017
The macroprudential use of margins and haircuts
13/02/2017
Credit conditions, macroprudential policy and house prices
13/02/2017
Addressing the safety trilemma: a safe sovereign asset for the eurozone
13/02/2017
Resolution of international banks: can smaller countries cope?