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European Systemic Risk Board Paper Series

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Viewing: 1 - 50 of 150 papers

1.

Risky Mortgages, Credit Shocks and Cross-Border Spillovers

ESRB: Working Paper Series 2021/123
Number of pages: 29 Posted: 03 Aug 2021
Working Paper Series
Banco de España, Banco de España and European Central Bank (ECB)
Downloads 1
2.

Measuring the Impact of a Bank Failure on the Real Economy: An EU-Wide Analytical Framework

ESRB: Working Paper Series 2021/122
Number of pages: 30 Posted: 16 Jun 2021
Working Paper Series
Bank of Italy, Deutsche Bundesbank, Single Resolution Board, Bundesanstalt für Finanzdienstleistungsaufsicht, FROB Autoridad de Resolución Ejecutiva, Bank of Italy, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Banco de España, Single Resolution Board, Bank of Italy, Bank of Italy, Oesterreichische Nationalbank (OeNB) and Rahoitusvakausvirasto

Multiple version iconThere are 2 versions of this paper

Downloads 11
3.

A Quantitative Analysis of the Countercyclical Capital Buffer

ESRB: Working Paper Series 2021/120
Number of pages: 52 Posted: 03 Jun 2021
Working Paper Series
Federal Reserve Bank of St. Louis
Downloads 15
4.

Resolving Mortgage Distress after COVID-19: Some Lessons from the Last Crisis

ESRB: Working Paper Series 2021/121
Number of pages: 22 Posted: 03 Jun 2021
Working Paper Series
Central Bank of Ireland and Central Bank of Ireland
Downloads 5
5.

Investment Funds, Monetary Policy, and the Global Financial Cycle

ESRB: Working Paper Series 2021/119
Number of pages: 48 Posted: 11 May 2021 Last Revised: 17 May 2021
Working Paper Series
European Central Bank

Multiple version iconThere are 3 versions of this paper

Downloads 14
6.

The Impact of Macroprudential Policies on Capital Flows in Cesee

ESRB: Working Paper Series 2021/118
Number of pages: 30 Posted: 11 May 2021 Last Revised: 17 May 2021
Working Paper Series
Oesterreichische Nationalbank (OeNB), University of Salzburg, University of Salzburg, Oesterreichische Nationalbank (OeNB) and Vienna University of Economics and Business
Downloads 21
7.

The Importance of Technology in Banking During a Crisis

ESRB: Working Paper Series 2021/117
Number of pages: 58 Posted: 31 Mar 2021
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 64
8.

Procyclical Asset Management and Bond Risk Premia

ESRB: Working Paper Series 2021/116
Number of pages: 69 Posted: 15 Mar 2021
Working Paper Series
London Business School, European Systemic Risk Board and Deutsche Bundesbank

Multiple version iconThere are 3 versions of this paper

Downloads 38
9.

Cross-Border Credit Derivatives Linkages

ESRB: Working Paper Series 2021/115
Number of pages: 35 Posted: 15 Mar 2021
Working Paper Series
Central Bank of Ireland
Downloads 15
10.

Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

ESRB: Working Paper Series 2021/114
Number of pages: 47 Posted: 05 Mar 2021
Working Paper Series
Bank of Italy, Bank of Italy and Bank of Italy

Multiple version iconThere are 2 versions of this paper

Downloads 29
11.

Approaching Non-Performing Loans from a Macroprudential Angle

ESRB: Advisory Scientific Committee Reports No. 2019/87
Number of pages: 54 Posted: 21 Jan 2021
Working Paper Series
Centre for Monetary and Financial Studies (CEMFI) and European Systemic Risk Board
Downloads 14
12.

Financial Stability Policies and Bank Lending: Quasi-Experimental Evidence from Federal Reserve Interventions in 1920-21

ESRB: Working Paper Series 2020113
Number of pages: 122 Posted: 04 Dec 2020 Last Revised: 10 Dec 2020
Working Paper Series
Oesterreichische Nationalbank (Eurosystem)
Downloads 19
13.

Retrenchment of Euro Area Banks and International Banking Models

ESRB: Working Paper Series 2020112
Number of pages: 28 Posted: 16 Nov 2020 Last Revised: 10 Dec 2020
Working Paper Series
Banco de España, Banco de España and Banco de España
Downloads 15
14.

The Network of Firms Implied by the News

ESRB: Working Paper Series No. 2020/108
Number of pages: 61 Posted: 05 Nov 2020
Working Paper Series
Santa Clara University - Department of Finance and Fidelity Investments, Inc.

Multiple version iconThere are 3 versions of this paper

Downloads 54
15.

Debt Holder Monitoring and Implicit Guarantees: Did the Brrd Improve Market Discipline?

ESRB: Working Paper Series 2020111
Number of pages: 43 Posted: 05 Nov 2020 Last Revised: 10 Dec 2020
Working Paper Series
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students

Multiple version iconThere are 3 versions of this paper

Downloads 18
16.

Regulating Financial Networks Under Uncertainty

ESRB: Working Paper Series No. 2020/107
Number of pages: 66 Posted: 05 Nov 2020
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 4 versions of this paper

Downloads 16
17.

Gap-Filling Government Debt Maturity Choice

ESRB: Working Paper Series 2020110
Number of pages: 66 Posted: 05 Nov 2020 Last Revised: 10 Dec 2020
Working Paper Series
ZEW – Leibniz Centre for European Economic Research

Multiple version iconThere are 3 versions of this paper

Downloads 11
18.

A Dynamic Network Model to Measure Exposure Diversification in the Austrian Interbank Market

ESRB: Working Paper Series No. 2020/109
Number of pages: 41 Posted: 05 Nov 2020
Working Paper Series
European Systemic Risk Board and University College Dublin (UCD)

Multiple version iconThere are 2 versions of this paper

Downloads 6
19.

Use of Credit Default Swaps by Ucits Funds: Evidence from EU Regulatory Data

ESRB: Working Paper Series No. 2019/95
Number of pages: 42 Posted: 05 Nov 2020
Working Paper Series
European Systemic Risk Board, European Securities and Markets Authority (ESMA), Central Bank of Ireland and European Securities and Markets Authority
Downloads 21
20.

Rethinking Capital Regulation: The Case for a Dividend Prudential Target

ESRB: Working Paper Series No. 2019/97
Number of pages: 67 Posted: 05 Nov 2020
Working Paper Series
Spanish Ministry for Economy and Business
Downloads 17
21.

Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?

ESRB: Working Paper Series No. 2019/94
Number of pages: 42 Posted: 05 Nov 2020
Working Paper Series
World Bank, affiliation not provided to SSRN and Tinbergen Institute

Multiple version iconThere are 3 versions of this paper

Downloads 16
22.

Securisation Special Purpose Entities, Bank Sponsors and Derivatives

ESRB: Working Paper Series No. 2019/99
Number of pages: 42 Posted: 05 Nov 2020
Working Paper Series
Central Bank of Ireland and Central Bank of Ireland
Downloads 12
23.

The Cyclicality in Sicr: Mortgage Modelling Under IFRS 9

ESRB: Working Paper Series No. 2019/92
Number of pages: 26 Posted: 05 Nov 2020
Working Paper Series
Central Bank of Ireland and Central Bank of Ireland
Downloads 12
24.

Bank Asset Quality and Monetary Policy Pass-Through

ESRB: Working Paper Series No. 2019/98
Number of pages: 50 Posted: 05 Nov 2020
Working Paper Series
Central Bank of Ireland and Central Bank of Ireland
Downloads 9
25.

Bank Capital Forbearance

ESRB: Working Paper Series No. 2019/93
Number of pages: 37 Posted: 05 Nov 2020
Working Paper Series
Deutsche Bundesbank - Research Centre, University of Amsterdam and Centre for Monetary and Financial Studies (CEMFI)
Downloads 9
26.

Optimally Solving Banks’ Legacy Problems

ESRB: Working Paper Series No. 2019/96
Number of pages: 58 Posted: 05 Nov 2020
Working Paper Series
Bank of Italy and Centre for Monetary and Financial Studies (CEMFI)
Downloads 4
27.

Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard

ESRB: Working Paper Series No. 2019/91
Number of pages: 77 Posted: 05 Nov 2020
Working Paper Series
European Central Bank

Multiple version iconThere are 2 versions of this paper

Downloads 16
28.

Shadow Banking and Financial Stability Under Limited Deposit Insurance

ESRB: Working Paper Series No. 2019/105
Number of pages: 49 Posted: 05 Nov 2020
Working Paper Series
Swiss National Bank
Downloads 15
29.

Electoral Cycles in Macroprudential Regulation

ESRB: Working Paper Series No. 2019/106
Number of pages: 78 Posted: 05 Nov 2020
Working Paper Series
Princeton University

Multiple version iconThere are 2 versions of this paper

Downloads 13
30.

Effectiveness of Policy and Regulation in European Sovereign Credit Risk Markets: A Network Analysis

ESRB: Working Paper Series No. 2019/90
Number of pages: 46 Posted: 05 Nov 2020
Working Paper Series
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology (KIT) and University of Basel
Downloads 11
31.

The Effect of Possible EU Diversification Requirements on the Risk of Banks' Sovereign Bond Portfolios

ESRB: Working Paper Series No. 2019/89
Number of pages: 48 Posted: 05 Nov 2020
Working Paper Series
Federal Reserve Bank of Cleveland, European Central Bank (ECB) and University of Trento - Department of Economics and Management
Downloads 7
32.

The Effects of Capital Requirements on Good and Bad Risk-Taking

ESRB: Working Paper Series No. 2019/104
Number of pages: 61 Posted: 05 Nov 2020
Working Paper Series
affiliation not provided to SSRN and University of Wisconsin - Madison
Downloads 7
33.

Pockets of Risk in European Housing Markets: Then and Now

ESRB: Working Paper Series No. 2019/87
Number of pages: 41 Posted: 05 Nov 2020
Working Paper Series
Central Bank of Ireland, Joint Research Centre, Italy and Central Bank of Ireland

Multiple version iconThere are 2 versions of this paper

Downloads 3
34.

What Drives Sovereign Debt Portfolios of Banks in a Crisis Context?

ESRB: Working Paper Series No. 2019/88
Number of pages: 48 Posted: 05 Nov 2020
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 3
35.

Systemic Illiquidity in the Interbank Network

ESRB: Working Paper Series No. 2018/86
Number of pages: 47 Posted: 05 Nov 2020
Working Paper Series
Bank of England, European Central Bank, Bank of England and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 14
36.

Reconstructing and Stress Testing Credit Networks

ESRB: Working Paper Series No. 2018/84
Number of pages: 46 Posted: 05 Nov 2020
Working Paper Series
University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London and Deutsche Bundesbank
Downloads 12
37.

Macroprudential Policy Spillovers and International Banking - Taking the Gravity Approach

ESRB: Working Paper Series No. 2019/101
Number of pages: 46 Posted: 05 Nov 2020
Working Paper Series
Bank of Finland
Downloads 9
38.

A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example

ESRB: Working Paper Series No. 2018/82
Number of pages: 29 Posted: 05 Nov 2020
Working Paper Series
affiliation not provided to SSRN and Czech National Bank (CNB)
Downloads 8
39.

Interactions between Bank Levies and Corporate Taxes: How is the Bank Leverage Affected?

ESRB: Working Paper Series No. 2019/103
Number of pages: 38 Posted: 05 Nov 2020
Working Paper Series
German Institute for Economic Research (DIW Berlin), Halle Institute for Economic Research and Halle Institute for Economic Research
Downloads 8
40.

Fire-Sales in Frozen Markets

ESRB: Working Paper Series No. 2019/100
Number of pages: 45 Posted: 05 Nov 2020
Working Paper Series
International Monetary Fund (IMF)
Downloads 6
41.
Downloads 3
42.

Bank Resolution and Public Backstop in an Asymmetric Banking Union

ESRB: Working Paper Series No. 2018/83
Number of pages: 59 Posted: 05 Nov 2020
Working Paper Series
Bank of Italy and Universidad Carlos III de Madrid
Downloads 2
43.

Structural Credit Ratios

ESRB: Working Paper Series No. 2018/85
Number of pages: 33 Posted: 05 Nov 2020
Working Paper Series
Central Bank of Ireland
Downloads 2
44.

Insurers as Asset Managers and Systemic Risk

ESRB: Working Paper Series No. 2018/75
Number of pages: 59 Posted: 05 Nov 2020
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, affiliation not provided to SSRN, affiliation not provided to SSRN and Erasmus University Rotterdam (EUR)

Multiple version iconThere are 3 versions of this paper

Downloads 24
45.

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

ESRB: Working Paper Series No. 2018/78
Number of pages: 57 Posted: 05 Nov 2020
Working Paper Series
European Central Bank, European Systemic Risk Board and Wilfrid Laurier University - School of Business & Economics

Multiple version iconThere are 3 versions of this paper

Downloads 19
46.

Evaluating Macroprudential Policies

ESRB: Working Paper Series No. 2018/76
Number of pages: 44 Posted: 05 Nov 2020
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and University of Giessen - Department of Economics
Downloads 16
47.

Lending Standards and Output Growth

ESRB: Working Paper Series No. 2018/79
Number of pages: 68 Posted: 05 Nov 2020
Working Paper Series
International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 8
48.

Regulating the Doom Loop

ESRB: Working Paper Series No. 2018/74
Number of pages: 53 Posted: 05 Nov 2020
Working Paper Series
affiliation not provided to SSRN and European Central Bank

Multiple version iconThere are 2 versions of this paper

Downloads 7
49.

Cyclical Investment Behavior Across Financial Institutions

ESRB: Working Paper Series No. 2018/77
Number of pages: 55 Posted: 05 Nov 2020
Working Paper Series
International Monetary Fund (IMF) - Research Department

Multiple version iconThere are 4 versions of this paper

Downloads 5
50.

The Role of Contagion in the Transmission of Financial Stress

ESRB: Working Paper Series No. 2018/81
Number of pages: 38 Posted: 05 Nov 2020
Working Paper Series
University of Freiburg
Downloads 5