Michael Grill

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 48,710

SSRN RANKINGS

Top 48,710

in Total Papers Downloads

1,666

SSRN CITATIONS
Rank 12,727

SSRN RANKINGS

Top 12,727

in Total Papers Citations

53

CROSSREF CITATIONS

55

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

The Leverage Ratio, Risk-Taking and Bank Stability

Downloads 531 (88,551)
Citation 16

The Leverage Ratio, Risk-Taking and Bank Stability

Bank of England Working Paper No. 766
Number of pages: 74 Posted: 16 Nov 2018
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 351 (142,519)
Citation 17

Abstract:

Loading...

Bank capital, risk-taking, leverage ratio, Basel III

The Leverage Ratio, Risk-Taking and Bank Stability

ECB Working Paper No. 2079
Number of pages: 74 Posted: 21 Jun 2017
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 180 (276,822)
Citation 1

Abstract:

Loading...

Bank Capital, Risk-Taking, Leverage Ratio, Basel III

2.

Collateral Requirements and Asset Prices

Downloads 452 (107,570)
Citation 21

Collateral Requirements and Asset Prices

Swiss Finance Institute Research Paper No. 11-10
Number of pages: 35 Posted: 27 Mar 2011 Last Revised: 13 Jan 2014
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 414 (118,035)
Citation 10

Abstract:

Loading...

Bubbles, collateral constraints, collateral premium, endogenous margins.

Collateral Requirements and Asset Prices

Bundesbank Discussion Paper No. 44/2013
Number of pages: 41 Posted: 21 Jun 2016
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 38 (730,741)
Citation 5

Abstract:

Loading...

collateral constraints, collateral premium, endogenous margins, heterogeneous agents, leverage

3.

Re-Use of Collateral: Leverage, Volatility, and Welfare

Downloads 242 (210,650)
Citation 7

Re-Use of Collateral: Leverage, Volatility, and Welfare

Swiss Finance Institute Research Paper No. 17-04
Number of pages: 31 Posted: 07 Feb 2017
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 189 (265,091)
Citation 3

Abstract:

Loading...

heterogeneous agents, leverage, re-use of collateral, volatility, welfare

Re-use of Collateral: Leverage, Volatility, and Welfare

ECB Working Paper No. 2218
Number of pages: 42 Posted: 20 Dec 2018
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 53 (634,593)
Citation 4

Abstract:

Loading...

heterogeneous agents, leverage, re-use of collateral, volatility, welfare

4.

Margin Regulation and Volatility

Downloads 199 (253,346)
Citation 7

Margin Regulation and Volatility

Swiss Finance Institute Research Paper No. 13-59
Number of pages: 40 Posted: 13 Dec 2013
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 151 (322,085)
Citation 5

Abstract:

Loading...

collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T.

Margin Regulation and Volatility

ECB Working Paper No. 1698
Number of pages: 41 Posted: 27 Jul 2014
Johannes Brumm, Felix Kubler, Michael Grill and Karl Schmedders
Karlsruhe Institute of Technology, University of Zurich, European Central Bank (ECB) and IMD Lausanne
Downloads 48 (664,208)
Citation 4

Abstract:

Loading...

collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T

5.

Financial Frictions and Global Spillovers

Bundesbank Discussion Paper No. 04/2015
Number of pages: 28 Posted: 21 Jun 2016
Norbert Metiu, Björn Hilberg and Michael Grill
Deutsche Bundesbank, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 71 (538,408)
Citation 2

Abstract:

Loading...

Financial frictions, Financial shocks, Nonlinear dynamics, Spillover

6.

Optimal Sovereign Default

Bundesbank Discussion Paper No. 09/2013
Number of pages: 52 Posted: 21 Jun 2016
Klaus Adam and Michael Grill
University of Mannheim and European Central Bank (ECB)
Downloads 70 (542,527)
Citation 3

Abstract:

Loading...

Fiscal Policy, Sovereign Risk

7.

Is the EU Money Market Fund Regulation Fit for Purpose? Lessons from the COVID-19 Turmoil

ECB Working Paper No. 2022/2737
Number of pages: 33 Posted: 07 Oct 2022
Laura-Dona Capotă, Michael Grill, Luis Molestina Vivar, Niklas Schmitz and Christian Weistroffer
University of Orleans, European Central Bank (ECB), European Central Bank (ECB), University of Cambridge and European Central Bank (ECB)
Downloads 60 (587,188)

Abstract:

Loading...

COVID-19, financial fragility, money market funds, regulation

8.

Window Dressing of Regulatory Metrics: Evidence from Repo Markets

ECB Working Paper No. 2023/2771
Number of pages: 61 Posted: 04 Feb 2023
Claudio Bassi, Markus Behn, Michael Grill and Martin Waibel
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Swedish House of Finance
Downloads 41 (692,350)

Abstract:

Loading...

banking regulation, G-SIBs, leverage ratio, repo markets, window dressing