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

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 88
Year of PublicationTitleAuthor(s)
2018 Short-selling bans and bank stabilityBeber, Alessandro; Fabbri, Daniela; Pagano, Marco; Simonelli, Saverio
2018 Banks' maturity transformation: risk, reward, and policyBologna, Pierluigi
2018 Positive liquidity spillovers from sovereign bond-backed securitiesDunne, Peter G.
2018 Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessmentde Sola Perea, Maite; Dunne, Peter G.; Puhl, Martin; Reininger, Thomas
2018 How effective are sovereign bond-backed securities as a spillover prevention device?Cronin, David; Dunne, Peter G.
2018 Systemic illiquidity in the interbank networkFerrara, Gerardo; Langfield, Sam; Liu, Zijun; Ota, Tomohiro
2017 Addressing the safety trilemma: a safe sovereign asset for the eurozonevan Riet, Ad
2017 Compressing over-the-counter marketsD'Errico, Marco; Roukny, Tarik
2017 A dynamic theory of mutual fund runs and liquidity managementZeng, Yao
2017 Coherent financial cycles for G-7 countries: Why extending credit can be an assetSchüler, Yves S.; Hiebert, Paul H.; Peltonen, Tuomas A.
2017 Networks of counterparties in the centrally cleared EU-wide interest rate derivatives marketFiedor, Paweł; Lapschies, Sarah; Orszaghova, Lucia
2017 Collateral scarcity premia in euro area repo marketsFerrari, Massimo; Guagliano, Claudia; Mazzacurati, Julien
2017 Why are banks not recapitalized during crises?Crosignani, Matteo
2017 Crises in the modern financial ecosystemdi Iasio, Giovanni; Pozsar, Zoltan
2017 A macro approach to international bank resolutionSchoenmaker, Dirk
2017 Two Big Distortions: Bank Incentives for Debt FinancingGroenewegen, Jesse; Wierts, Peter
2017 Banking integration and house price comovementLandier, Augustin; Sraer, David; Thesmar, David
2017 Flight to liquidity and systemic bank runsRobatto, Roberto
2017 Equity versus bail-in debt in banking: an agency perspectiveMendicino, Caterina; Nikolov, Kalin; Suarez, Javier
2017 Asset encumbrance, bank funding and fragilityAhnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 88