English
Menu

Publications published in 2017

15/09/2017
Working paper no. 54: Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market by Paweł Fiedor, Sarah Lapschies and Lucia Országhová
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
Working paper no. 53: Two Big Distortions: Bank Incentives for Debt Financing, by Jesse Groenewegen, Peter Wierts
31/07/2017
Occasional paper no. 13: 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, by Jorge Abad, Javier Suarez
17/07/2017
Financial stability implications of IFRS 9
14/07/2017
Working paper no. 52: Asset Encumbrance, Bank Funding and Fragility, by Toni Ahnert, Kartik Anand, Prasanna Gai, James Chapman
14/07/2017
Working paper no. 51: The missing links: A global study on uncovering financial network structures from partial data, by Kartik Anand, Iman van Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, et al.
11/07/2017
Resolving non-performing loans in Europe
30/06/2017
Working paper no. 50: Equity versus bail-in debt in banking: an agency perspective, by Caterina Mendicino, Kalin Nikolov, Javier Suarez
30/06/2017
Working paper no. 49: Wholesale funding dry-ups, by Christophe Pérignon, David Thesmar, Guillaume Vuillemey
29/06/2017
ESRB Risk Dashboard, June 2017 (Issue 20)
14/06/2017
Working paper no. 48: Banking integration and house price comovement, by Augustin Landier, David Sraer, David Thesmar
14/06/2017
Working paper no. 47: The real effects of bank capital requirements, by Henri Fraisse, Mathias Lé, David Thesmar
09/06/2017
Working paper no. 46: Simulating fire-sales in a banking and shadow banking system, by Susanna Calimani, Grzegorz Hałaj, Dawid Żochowski
09/06/2017
Working paper no. 45: Use of unit root methods in early warning of financial crises, by Timo Virtanen, Eero Tölö, Matti Virén, Katja Taipalus
29/05/2017
EU Shadow Banking Monitor, May 2017 (no. 2)
02/05/2017
Working paper no. 44: Compressing over-the-counter markets, by Marco D’Errico, Tarik Roukny
02/05/2017
Working paper no. 43: Coherent financial cycles for G-7 countries: Why extending credit can be an asset, by Yves S. Schüler, Paul P. Hiebert, Tuomas A. Peltonen
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
Working paper no. 42: A dynamic theory of mutual fund runs and liquidity management, by Yao Zeng
03/04/2017
Working paper no. 41: Financial frictions and the real economy, by Mario Pietrunti
30/03/2017
ESRB Risk Dashboard, March 2017 (Issue 19)
15/03/2017
Working paper no. 40: Mapping the interconnectedness between EU banks and shadow banking entities, by Jorge Abad, Marco D’Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, et al.
14/03/2017
Working paper no. 39: Decomposing financial (in)stability in emerging economies, by Etienne Lepers, Antonio Sánchez Serrano
10/03/2017
Working paper no. 38: Flight to liquidity and systemic bank runs, by Roberto Robatto
10/03/2017
Working paper no. 37: SRISK: a conditional capital shortfall measure of systemic risk, by Christian Brownlees, Robert Engle
16/02/2017
The macroprudential use of margins and haircuts
13/02/2017
Working paper no. 36: Credit conditions, macroprudential policy and house prices, by Robert Kelly, Fergal McCann, Conor O'Toole
13/02/2017
Working paper no. 35: Addressing the safety trilemma: a safe sovereign asset for the eurozone, by Ad van Riet
13/02/2017
Working paper no. 34: Resolution of international banks: can smaller countries cope?, by Dirk Schoenmaker