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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 106
Year of PublicationTitleAuthor(s)
2019 Electoral cycles in macroprudential regulationMüller, Karsten
2019 The effects of capital requirements on good and bad risk-takingPancost, N. Aaron; Robatto, Roberto
2019 Shadow banking and financial stability under limited deposit insuranceVoellmy, Lukas
2019 Has regulatory capital made banks safer? Skin in the game vs moral hazardDautović, Ernest
2019 Do information contagion and business model similarities explain bank credit risk commonalities?Wang, Dieter; van Lelyveld, Iman; Schaumburg, Julia
2019 Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysisBuse, Rebekka; Schienle, Melanie; Urban, Jörg
2019 The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfoliosCraig, Ben R.; Giuzio, Margherita; Paterlini, Sandra
2019 Bank capital forbearanceMartynova, Natalya; Perotti, Enrico C.; Suárez, Javier
2019 The cyclicality in SICR: Mortgage modelling under IFRS 9Gaffney, Edward; McCann, Fergal
2019 Rethinking capital regulation: The case for a dividend prudential targetMuñoz, Manuel
2019 Optimally solving banks' legacy problemsSegura, Anatoli; Suárez, Javier
2019 Use of credit default swaps by UCITS funds: Evidence from EU regulatory dataGuagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; Braunsteffer, Achim
2019 Macroprudential policy spillovers and international banking - taking the gravity approachNorring, Anni
2019 Bank asset quality and monetary policy pass-throughByrne, David; Kelly, Robert
2019 Inefficient fire-sales in decentralized asset marketsEbrahimy, Ehsan
2019 Interactions between bank levies and corporate taxes: How is the bank leverage affected?Bremus, Franziska; Schmidt, Kirsten; Tonzer, Lena
2019 Securisation special purpose entities, bank sponsors and derivativesFiedor, Paweł; Killeen, Neill
2019 Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure ScoreboardErhart, Szilard
2019 What drives sovereign debt portfolios of banks in a crisis context?Lamas, Matías; Mencía, Javier
2019 Pockets of risk in European housing markets: then and nowKelly, Jane; Le Blanc, Julia; Lydon, Reamonn
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 106
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