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 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 Rethinking capital regulation: The case for a dividend prudential targetMuñoz, Manuel
2019 Do information contagion and business model similarities explain bank credit risk commonalities?Wang, Dieter; van Lelyveld, Iman; Schaumburg, Julia
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 Bank asset quality and monetary policy pass-throughByrne, David; Kelly, Robert
2019 Bank capital forbearanceMartynova, Natalya; Perotti, Enrico C.; Suárez, Javier
2019 The cyclicality in SICR: Mortgage modelling under IFRS 9Gaffney, Edward; McCann, Fergal
2019 Has regulatory capital made banks safer? Skin in the game vs moral hazardDautović, Ernest
2019 The effects of capital requirements on good and bad risk-takingPancost, N. Aaron; Robatto, Roberto
2019 Macroprudential policy spillovers and international banking - taking the gravity approachNorring, Anni
2019 Shadow banking and financial stability under limited deposit insuranceVoellmy, Lukas
2019 Interactions between bank levies and corporate taxes: How is the bank leverage affected?Bremus, Franziska; Schmidt, Kirsten; Tonzer, Lena
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 Inefficient fire-sales in decentralized asset marketsEbrahimy, Ehsan
2019 Securisation special purpose entities, bank sponsors and derivativesFiedor, Paweł; Killeen, Neill
2019 Electoral cycles in macroprudential regulationMüller, Karsten
2019 Pockets of risk in European housing markets: then and nowKelly, Jane; Le Blanc, Julia; Lydon, Reamonn
2019 What drives sovereign debt portfolios of banks in a crisis context?Lamas, Matías; Mencía, Javier
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 106
Browse