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Publications published in 2016

22/12/2016
Working paper no. 33: How does risk flow in the credit default swap market?, by Marco D'Errico, Stefano Battiston, Tuomas Peltonen, Martin Scheicher
22/12/2016
ESRB Risk Dashboard, December 2016 (Issue 18)
21/12/2016
Working paper no. 32: Financial contagion with spillover effects: a multiplex network approach, by Gustavo Peralta, Ricardo Crisóstomo
21/12/2016
Working paper no. 31: The (unintended?) consequences of the largest liquidity injection ever, by Matteo Crosignani, Miguel Faria-e-Castro, Luís Fonseca
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
Working paper no. 30: Exposure to international crises: trade vs. financial contagion, by Everett Grant
14/11/2016
Working paper no. 29: Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors, by Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
20/10/2016
Working paper no. 28: Financial intermediation, resource allocation, and macroeconomic interdependence, by Galip Kemal Ozhan
20/10/2016
Working paper no. 27: (Pro?)-cyclicality of collateral haircuts and systemic illiquidity, by Florian Glaser and Sven Panz
20/10/2016
Working paper no. 26: Using elasticities to derive optimal bankruptcy exemptions, by Eduardo Dávila
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
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.
19/09/2016
Working paper no. 25: Macroeconomic effects of secondary market trading, by Daniel Neuhann
19/09/2016
Working paper no. 24: Macroprudential policy with liquidity panics, by Daniel Garcia-Macia and Alonso Villacorta
19/09/2016
Working paper no. 23: Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds, by Sergey Chernenko and Adi Sunderam
19/09/2016
Working paper no. 22: Arbitraging the Basel securitization framework: Evidence from German ABS investment, by Matthias Efing
19/09/2016
Working paper no. 21: ESBies: Safety in the tranches, by Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
08/08/2016
Working paper no. 20: Multiplex interbank networks and systemic importance – An application to European data, by Iñaki Aldasoro and Iván Alves
27/07/2016
EU Shadow Banking Monitor, July 2016 (no. 1)
27/07/2016
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
25/07/2016
ESRB Annual Report 2015
25/07/2016
Working paper no. 19: Strategic complementarity in banks’ funding liquidity choices and financial stability, by André Silva
19/07/2016
Macroprudential policy beyond banking: an ESRB strategy paper
13/07/2016
Working paper no. 18: Cyclical investment behavior across financial institutions, by Yannick Timmer
12/07/2016
Working paper no. 17: Assessing the costs and benefits of capital-based macroprudential policy, by Markus Behn, Marco Gross and Tuomas Peltonen
30/06/2016
ESRB Risk Dashboard, June 2016 (Issue 16)
28/06/2016
Working paper no. 16: Bank recapitalizations and lending: A little is not enough, by Timotej Homar
28/06/2016
Working paper no. 15: Credit default swap spreads and systemic financial risk, by Stefano Giglio
28/06/2016
Working paper no. 14: Catering to investors through product complexity, by Claire Célérier and Boris Vallée
09/06/2016
Working paper no. 13: Banks' exposure to interest rate risk and the transmission of monetary policy, by Matthieu Gomez, Augustin Landier, David Sraer and David Thesmar
03/06/2016
Working paper no. 12: Extreme risk interdependence, by Arnold Polanski and Evarist Stoja
13/05/2016
A Review of Macroprudential Policy in the EU in 2015
02/05/2016
Working paper no. 11: Bank exposures and sovereign stress transmission, by Carlo Altavilla, Marco Pagano and Saverio Simonelli
02/05/2016
Working paper no. 10: Systemic risk in clearing houses: Evidence from the European repo market, by Charles Boissel, François Derrien, Evren Örs and David Thesmar
02/05/2016
Working paper no. 9: Regime-dependent sovereign risk pricing during the euro crisis, by Anne-Laure Delatte, Julien Fouquau and Richard Portes
20/04/2016
Working paper no. 8: Double bank runs and liquidity risk management, by Filippo Ippolito, José-Luis Peydró, Andrea Polo and Enrico Sette
12/04/2016
Working paper no. 7: Bail-in expectations for European banks: Actions speak louder than words, by Alexander Schäfer, Isabel Schnabel and Beatrice Weder di Mauro
24/03/2016
Working paper no. 6: Cross-country exposures to the Swiss franc, by Agustín S. Bénétrix and Philip R. Lane
24/03/2016
Working paper no. 5: Securities trading by banks and credit supply: Micro-evidence from the crisis, by Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Francesc R. Tous
24/03/2016
ESRB Risk Dashboard, March 2016 (Issue 15)
11/03/2016
Working paper no. 4: Capital market financing, firm growth, and firm size distribution, by Tatiana Didier, Ross Levine and Sergio L. Schmukler
11/03/2016
Working paper no. 3: How excessive is banks’ maturity transformation?, by Anatoli Segura and Javier Suarez
23/02/2016
Working paper no. 2: Macroprudential supervision: From theory to policy, by Dirk Schoenmaker and Peter Wierts
23/02/2016
Working paper no. 1: Macro-financial stability under EMU, by Philip R. Lane
11/02/2016
Report of the Advisory Scientific Committee no. 6: Too late, too sudden: Transition to a low-carbon economy and systemic risk
26/01/2016
Occasional paper no. 9: Indirect contagion: the policy problem, by Laurent Clerc, Alberto Giovannini, Sam Langfield, Tuomas Peltonen, Richard Portes, et al.
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)