Occasional papers

The ESRB Occasional Paper Series is an outlet for the publication of analytical and policy work that has been conducted within ESRB expert groups. The papers are typically written by ESRB Secretariat staff or the staff of ESRB member institutions, sometimes in collaboration with Advisory Scientific Committee members or external experts.

Any views expressed in occasional papers are those of the authors and do not necessarily reflect the official stance of the ESRB, its member institutions, or any institution to which the authors may be affiliated.

Occasional paper no. 11: Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset, by Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, et al.
Occasional paper no. 10: Assessing shadow banking – non-bank financial intermediation in Europe, by Laurent Grillet-Aubert, Jean-Baptiste Haquin, Clive Jackson, Neill Killeen and Christian Weistroffer
Occasional paper no. 9: Indirect contagion: the policy problem, by Laurent Clerc, Alberto Giovannini, Sam Langfield, Tuomas Peltonen, Richard Portes, et al.
Occasional paper no. 8: Identifying early warning indicators for real estate-related banking crises, by Stijn Ferrari, Mara Pirovano and Wanda Cornacchia
Occasional paper no. 7: Network analysis of the EU insurance sector, by Ivan Alves, Jeroen Brinkhoff, Stanislav Georgiev, Jean-Cyprien Héam, Iulia Moldovan, et al.
Occasional paper no. 6: Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders, by Joachim Keller (Chair), Antoine Bouveret, Cristina Picillo, Zijun Liu, Julien Mazzacurati, et al.
Occasional paper no. 5: Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options, by Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel M. Boucinha, et al.
Occasional paper no. 4: Assessing contagion risks from the CDS market, by Markus Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, et al.
Occasional paper no. 3: The structure and resilience of the European interbank market, by Ivan Alves, Stijn Ferrari, Pietro Franchini, Jean-Cyprien Heam, Pavol Jurca, et al.
Occasional paper no. 2: Towards a monitoring framework for securities financing transactions, by Antoine Bouveret, Julien Jardelot, Joachim Keller, Philippe Molitor, John Thea, et al.
Occasional paper no. 1: Money market funds in Europe and financial stability, by Julie Ansidei, Elias Bengtsson, Daniele Frison and Giles Ward