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

ISSN: 2467-0677

Collection's Items (Sorted by Title in Descending order): 61 to 80 of 146
Year of PublicationTitleAuthor(s)
2018Positive liquidity spillovers from sovereign bond-backed securitiesDunne, Peter G.
2018Systemic illiquidity in the interbank networkFerrara, Gerardo; Langfield, Sam; Liu, Zijun; Ota, Tomohiro
2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives marketsFiedor, Paweł
2018Structural credit ratiosBianchi, Benedetta
2018Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage marketMcCann, Fergal
2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approachGross, Christian; Siklos, Pierre
2018Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessmentde Sola Perea, Maite; Dunne, Peter G.; Puhl, Martin; Reininger, Thomas
2018When gambling for resurrection is too riskyKirti, Divya
2018The variance risk premium and capital structureLotfaliei, Babak
2018Evaluating macroprudential policiesBuch, Claudia M.; Vogel, Edgar; Weigert, Benjamin
2018Lending standards and output growthKirti, Divya
2018Banks' maturity transformation: risk, reward, and policyBologna, Pierluigi
2018Bank resolution and public backstop in an asymmetric banking unionSegura, Anatoli; Vicente, Sergio
2018Implications of macroeconomic volatility in the Euro areaHauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael; Stelzer, Anna; Zens, Gregor
2018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech examplePfeifer, Lukáš; Hodula, Martin
2018The role of contagion in the transmission of financial stressHerculano, Miguel C.
2018Insurers as asset managers and systemic riskEllul, Andrew; Jotikasthira, Chotibhak; Kartasheva, Anastasia; Lundblad, Christian T.; Wagner, Wolf
2018Regulating the doom loopAlogoskoufis, Spyros; Langfield, Sam
2018Short-selling bans and bank stabilityBeber, Alessandro; Fabbri, Daniela; Pagano, Marco; Simonelli, Saverio
2018Sovereign risk and bank risk-takingAri, Anil
Collection's Items (Sorted by Title in Descending order): 61 to 80 of 146
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