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Publications published in 2016

22/12/2016
How does risk flow in the credit default swap market?
22/12/2016
ESRB Risk Dashboard, December 2016 (Issue 18)
21/12/2016
Financial contagion with spillover effects: a multiplex network approach
21/12/2016
The (unintended?) consequences of the largest liquidity injection ever
06/12/2016
Macro-prudential Commentaries, no. 8: Implementation of the countercyclical capital buffer regime in the European Union
28/11/2016
Macroprudential policy issues arising from low interest rates and structural changes in the EU financial system
28/11/2016
Vulnerabilities in the EU residential real estate sector
17/11/2016
Exposure to international crises: trade vs. financial contagion
14/11/2016
Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors
20/10/2016
Using elasticities to derive optimal bankruptcy exemptions
20/10/2016
Financial intermediation, resource allocation, and macroeconomic interdependence
20/10/2016
(Pro?)-cyclicality of collateral haircuts and systemic illiquidity
06/10/2016
Market liquidity and market-making
06/10/2016
Preliminary investigation into the potential impact of a leverage ratio requirement on market liquidity
29/09/2016
ESRB Risk Dashboard, September 2016 (Issue 17)
22/09/2016
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
19/09/2016
Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds
19/09/2016
Arbitraging the Basel securitization framework: Evidence from German ABS investment
19/09/2016
ESBies: Safety in the tranches
19/09/2016
Macroeconomic effects of secondary market trading
19/09/2016
Macroprudential policy with liquidity panics
08/08/2016
Multiplex interbank networks and systemic importance – An application to European data
27/07/2016
EU Shadow Banking Monitor, July 2016 (no. 1)
27/07/2016
Assessing shadow banking – non-bank financial intermediation in Europe
25/07/2016
ESRB Annual Report 2015
25/07/2016
Strategic complementarity in banks’ funding liquidity choices and financial stability
19/07/2016
Macroprudential policy beyond banking: an ESRB strategy paper
13/07/2016
Cyclical investment behavior across financial institutions
12/07/2016
Assessing the costs and benefits of capital-based macroprudential policy
30/06/2016
ESRB Risk Dashboard, June 2016 (Issue 16)
28/06/2016
Bank recapitalizations and lending: A little is not enough
28/06/2016
Credit default swap spreads and systemic financial risk
28/06/2016
Catering to investors through product complexity
09/06/2016
Banks' exposure to interest rate risk and the transmission of monetary policy
03/06/2016
Extreme risk interdependence
13/05/2016
A Review of Macroprudential Policy in the EU in 2015
02/05/2016
Bank exposures and sovereign stress transmission
02/05/2016
Systemic risk in clearing houses: Evidence from the European repo market
02/05/2016
Regime-dependent sovereign risk pricing during the euro crisis
20/04/2016
Double bank runs and liquidity risk management
12/04/2016
Bail-in expectations for European banks: Actions speak louder than words
24/03/2016
Cross-country exposures to the Swiss franc
24/03/2016
Securities trading by banks and credit supply: Micro-evidence from the crisis
24/03/2016
ESRB Risk Dashboard, March 2016 (Issue 15)
11/03/2016
Capital market financing, firm growth, and firm size distribution
11/03/2016
How excessive is banks’ maturity transformation?
23/02/2016
Macroprudential supervision: From theory to policy
23/02/2016
Macro-Financial Stability Under EMU
11/02/2016
Too late, too sudden: Transition to a low-carbon economy and systemic risk
26/01/2016
Indirect contagion: the policy problem
04/01/2016
ESRB reports on residential and commercial real estate and financial stability in the EU
04/01/2016
ESRB Risk Dashboard, December 2015 (Issue 14)