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

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2021 Growth-at-risk and macroprudential policy designSuárez, Javier
2021 The benefits of the Legal Entity Identifier for monitoring systemic riskLaurent, 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 perspectivesSánchez Serrano, Antonio; Peltonen, Tuomo
2020 The making of a cyber crash: A conceptual model for systemic risk in the financial sectorRos, Greg
2018 From the horse’s mouth: surveying responses to stress by banks and insurersBrinkhoff, Jeroen; Langfield, Sam; Weeken, Olaf
2018 Indicators for the monitoring of central counterparties in the EUAlfranseder, Emanuel; Fiedor, Paweł; Lapschies, Sarah; Orszaghova, Lucia; Sobolewski, Paweł
2017 A new database for financial crises in European countries: ECB/ESRB EU crises databaseLo 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 modelAbad, Jorge; Suárez, Javier
2016 Indirect contagion: the policy problemClerc, 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 datasetAbad, 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 EuropeGrillet-Aubert, Laurent; Haquin, Jean-Baptiste; Jackson, Clive; Killeen, Neill; Weistroffer, Christian
2015 Identifying early warning indicators for real estate-related banking crisesFerrari, Stijn; Pirovano, Mara; Cornacchia, Wanda
2015 Network analysis of the EU insurance sectorAlves, 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 optionsDetken, 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 lendersKeller, 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 transactionsBouveret, Antoine; Jardelot, Julien; Keller, Joachim; Molitor, Philippe; Theal, John; Vital, Mathieu
2013 The structure and resilience of the European interbank marketAlves, 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 marketBrunnermeier, 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 stabilityAnsidei, Julie; Bengtsson, Elias; Frison, Daniele; Ward, Giles
Collection's Items (Sorted by Title in Descending order): 1 to 19 of 19