ESRB Working Paper Series, European Systemic Risk Board (ESRB)

ISSN: 2467-0677

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 134
Year of PublicationTitleAuthor(s)
2022 Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capitalGiuliana, Raffaele
2022 Are fund managers rewarded for taking cyclical risks?Ryan, Ellen
2021 Financial crises, macroprudential policy and the reliability of credit-to-GDP gapsAlessandri, Piergiorgio; Bologna, Pierluigi; Galardo, Maddalena
2021 Cross-border credit derivatives linkagesBianch, Benedetta
2021 Synthetic leverage and fund risk-takingFricke, Daniel
2021 Determinants of the credit cycle: A flow analysis of the extensive marginCuciniello, Vincenzo; Di Iasio, Nicola
2021 Procyclical asset management and bond risk premiaBarbu, Alexandru; Fricke, Christoph; Mönch, Emanuel
2021 The importance of technology in banking during a crisisPierri, Niccola; Timmer, Yannick
2021 A quantitative analysis of the countercyclical capital bufferFaria-e-Castro, Miguel
2021 Measuring the impact of a bank failure on the real economy: An EU-wide analytical frameworkVacca, Valerio Paolo; Bichlmeier, Fabian; Biraschi, Paolo; Boschi, Natalie; Álvarez, Antonio J. Bravo; Di Primio, Luciano; Ebner, André; Hoeretzeder, Silvia; Ballesteros, Elisa Llorente; Miani, Claudia; Ricci, Giacomo; Santioni, Raffaele; Schellerer, Stefan; Westman, Hanna
2021 Investment funds, monetary policy, and the global financial cycleKaufmann, Christoph
2021 The impact of macroprudential policies on capital flows in CESEEEller, Markus; Hauzenberger, Niko; Huber, Florian; Schuberth, Helene; Vashold, Lukas
2021 Risky mortgages, credit shocks and cross-border spilloversBuesa, Alejandro; de Quinto, Alicia; Población García, Javier
2021 A multi-level network approach to spillovers analysis: An application to the Maltese domestic investment funds sectorMeglioli, Francesco; Gauci, Stephanie
2021 Resolving mortgage distress after COVID-19: Some lessons from the last crisisMcCann, Fergal; O'Malley, Terry
2021 Banking networks and economic growth: From idiosyncratic shocks to aggregate fluctuationsKundu, Shohini; Vats, Nishant
2021 Prudential policy with distorted beliefsDávila, Eduardo; Walther, Ansgar
2021 Life-cycle risk-taking with personal disaster riskBagliano, Fabio C.; Fugazza, Carolina; Nicodano, Giovanna
2021 The role of systemic risk spillovers in the transmission of Euro area monetary policySkouralis, Alexandros
2021 Empirical analysis of collateral at central counterpartiesGrothe, Magdalena; Pancost, N. Aaron; Tompaidis, Stathis
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 134