Year of Publication | Title | Author(s) |
2021 | Growth-at-risk and macroprudential policy design | Suárez, Javier |
2021 | The benefits of the Legal Entity Identifier for monitoring systemic risk | Laurent, François; Kaminska, Beata; Aparicio, Carlos; Dworak, Bartosz; Garcia, Luis; Durant, Dominique; Ristori, Lucia; Kirchner, Robert; Calleja, Romain; Katsigianni, Eleni; Vitellas, Dimitrios; Pistelli, Federico |
2020 | Pension schemes in the European Union: Challenges and implications from macroeconomic and financial stability perspectives | Sánchez Serrano, Antonio; Peltonen, Tuomo |
2020 | The making of a cyber crash: A conceptual model for systemic risk in the financial sector | Ros, Greg |
2018 | From the horse’s mouth: surveying responses to stress by banks and insurers | Brinkhoff, Jeroen; Langfield, Sam; Weeken, Olaf |
2018 | Indicators for the monitoring of central counterparties in the EU | Alfranseder, Emanuel; Fiedor, Paweł; Lapschies, Sarah; Orszaghova, Lucia; Sobolewski, Paweł |
2017 | A new database for financial crises in European countries: ECB/ESRB EU crises database | Lo Duca, Marco; Koban, Anne; Basten, Marisa; Bengtsson, Elias; Klaus, Benjamin; Kusmierczyk, Piotr; Lang, Jan Hannes |
2017 | Assessing the cyclical implications of IFRS 9 - a recursive model | Abad, Jorge; Suárez, Javier |
2016 | Indirect contagion: the policy problem | Clerc, Laurent; Giovannini, Alberto; Langfield, Sam; Peltonen, Tuomas; Portes, Richard; Scheicher, Martin |
2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset | Abad, Jorge; Aldasoro, Iñaki; Aymanns, Christoph; D'Errico, Marco; Rousová, Linda; Hoffmann, Peter; Langfield, Sam; Neychev, Martin; Roukny, Tarik |
2016 | Assessing shadow banking – non-bank financial intermediation in Europe | Grillet-Aubert, Laurent; Haquin, Jean-Baptiste; Jackson, Clive; Killeen, Neill; Weistroffer, Christian |
2015 | Identifying early warning indicators for real estate-related banking crises | Ferrari, Stijn; Pirovano, Mara; Cornacchia, Wanda |
2015 | Network analysis of the EU insurance sector | Alves, Ivan; Brinkhoff, Jeroen; Georgiev, Stanislav; Héam, Jean-Cyprien; Moldovan, Iulia; Di Scotto, Carlo Marco |
2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | Detken, Carsten; Weeken, Olaf; Alessi, Lucia; Bonfim, Diana; Boucinha, Miguel M.; Castro, Christian; Frontczak, Sebastian; Giordana, Gaston; Giese, Julia; Jahn, Nadya; Kakes, Jan; Klaus, Benjamin; Lang, Jan Hannes; Puzanova, Natalia; Welz, Peter |
2014 | Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders | Keller, Joachim; Bouveret, Antoine; Picillo, Cristina; Liu, Zijun; Mazzacurati, Julien; Molitor, Philippe; Söderberg, Jonas; Theal, John; de Rossi, Francesco; Calleja, Romain |
2013 | Towards a monitoring framework for securities financing transactions | Bouveret, Antoine; Jardelot, Julien; Keller, Joachim; Molitor, Philippe; Theal, John; Vital, Mathieu |
2013 | The structure and resilience of the European interbank market | Alves, Ivan; Ferrari, Stijn; Franchini, Pietro; Heam, Jean-Cyprien; Jurca, Pavol; Langfield, Sam; Laviola, Sebastiano; Liedorp, Franka; Sánchez, Antonio; Tavolaro, Santiago; Vuillemey, Guillaume |
2013 | Assessing contagion risks from the CDS market | Brunnermeier, Markus; Clerc, Laurent; El Omari, Yanis; Gabrieli, Silvia; Kern, Steffen; Memmel, Christoph; Peltonen, Tuomas; Podlich, Natalia; Scheicher, Martin; Vuillemey, Guillaume |
2012 | Money market funds in Europe and financial stability | Ansidei, Julie; Bengtsson, Elias; Frison, Daniele; Ward, Giles |