Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany
European Central Bank (ECB)
SSRN RANKINGS
in Total Papers Citations
banking system, provisions, regulation, cyclicality
banking system, cyclicality, provisions, regulation
household balance sheets, macro-financial linkages, stress-testing, macroprudential policy
bank characteristics, credit risk, EBA, stress tests
Expropriation risk, Expropriation Option, Investment option, Abandonment option, Costs of expropriation
Stress testing, satellite modeling, model averaging, bank regulation and supervision
Structural Model, Abandonment Trigger, Bank Bail-Out, Macro-Prudential Policies
borrower-based measures, HFCS survey, house prices, macroprudential policy
Structural model, abandonment trigger, bank bailout, capital-based macro-prudential policy
stochastic calculus, seasonality, commodity prices, Kalman filter, natural gas