Sam Langfield

European Central Bank

Principal Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank

SCHOLARLY PAPERS

17

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3,004

SSRN CITATIONS
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Top 4,093

in Total Papers Citations

310

CROSSREF CITATIONS

84

Scholarly Papers (17)

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1.

Who Bears Interest Rate Risk?

Downloads 620 (72,758)
Citation 26

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 462 (103,505)
Citation 3

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Interest Rate Risk, Banking, Risk Management, Hedging

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176
Number of pages: 66 Posted: 26 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 158 (308,889)
Citation 24

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interest rate risk, banking, risk management, hedging

2.

Bank Ratings: What Determines Their Quality?

Downloads 446 (108,912)
Citation 4

Bank Ratings: What Determines Their Quality?

Swiss Finance Institute Research Paper No. 12-31
Number of pages: 42 Posted: 01 Oct 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank and European Central Bank (ECB)
Downloads 279 (181,496)

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Rating Agencies, Credit Ratings, Conflicts of Interest, Prudential Regulation

Bank Ratings: What Determines Their Quality?

ECB Working Paper No. 1484
Number of pages: 43 Posted: 22 Oct 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank and European Central Bank (ECB)
Downloads 109 (412,735)
Citation 1

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rating agencies, credit ratings, conflicts of interest, prudential regulation

Bank Ratings: What Determines their Quality?

Bangor Business School Working Paper No. BBSWP/12/012
Number of pages: 42 Posted: 06 Nov 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank and European Central Bank (ECB)
Downloads 58 (605,091)
Citation 6

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rating agencies, credit ratings, conflicts of interest, prudential regulation

3.

Discriminatory Pricing of Over-the-Counter Derivatives

Downloads 364 (137,512)
Citation 29

Discriminatory Pricing of Over-the-Counter Derivatives

Swiss Finance Institute Research Paper No. 17-70
Number of pages: 63 Posted: 10 Jan 2018 Last Revised: 11 Jun 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 228 (221,895)
Citation 3

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Transaction costs, OTC markets, multi-dealer platforms, relationship trading

Discriminatory Pricing of Over-the-Counter Derivatives

IMF Working Paper No. 19/100
Number of pages: 46 Posted: 14 Jun 2019
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 91 (467,608)
Citation 2

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Market interest rates, Credit default swap, Exchange markets, Interest parity, Currency swaps, Transaction costs, search frictions, information rents, RFQ platforms, RFQ, mid-price, counterparties, price adjustment, price discrimination

Discriminatory Pricing of Over-the-Counter Derivatives

ESRB: Working Paper Series No. 2017/61
Number of pages: 42 Posted: 05 Nov 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 42 (699,699)

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corporate hedging, dealer spreads, information rents, RFQ platforms

Discriminatory Pricing of Over-the-Counter Derivatives

CEPR Discussion Paper No. DP12525
Number of pages: 42 Posted: 02 Jan 2018
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 3 (1,045,287)
Citation 5
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corporate hedging, Dealer spreads, information rents, RFQ platforms

4.

Bank Bias in Europe: Effects on Systemic Risk and Growth

ECB Working Paper No. 1797
Number of pages: 61 Posted: 24 Jun 2015
Sam Langfield and Marco Pagano
European Central Bank and Einaudi Institute for Economics and Finance (EIEF)
Downloads 240 (211,718)
Citation 20

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bank regulation; banks; financial structure; systemic risk

5.

Regulating the Doom Loop

Downloads 227 (223,497)
Citation 9

Regulating the Doom Loop

Number of pages: 86 Posted: 13 Sep 2019
Spyros Alogoskoufis and Sam Langfield
affiliation not provided to SSRN and European Central Bank
Downloads 182 (273,366)
Citation 9

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Bank regulation, sovereign risk, systemic risk

Regulating the Doom Loop

ESRB: Working Paper Series No. 2018/74
Number of pages: 53 Posted: 05 Nov 2020
Spyros Alogoskoufis and Sam Langfield
European Central Bank (ECB) and European Central Bank
Downloads 45 (680,067)

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bank regulation, sovereign risk, systemic risk

6.

ESBies: Safety in the Tranches

Downloads 189 (264,453)
Citation 13

ESBies: Safety in the Tranches

CFS Working Paper, No. 537
Number of pages: 55 Posted: 06 Oct 2016 Last Revised: 11 Jan 2018
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, Einaudi Institute for Economics and Finance (EIEF), London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 118 (389,311)
Citation 17

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ESBies: Safety in the Tranches

Prepared for the 64th Panel Meeting of Economic Policy, 14-15 October 2016
Number of pages: 52 Posted: 21 Sep 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, Einaudi Institute for Economics and Finance (EIEF), London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 71 (543,611)
Citation 2

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ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling

ESBies: Safety in the Tranches

CEPR Discussion Paper No. DP11537
Number of pages: 55 Posted: 03 Oct 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, Einaudi Institute for Economics and Finance (EIEF), London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
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bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

7.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11
Number of pages: 45 Posted: 05 Nov 2020
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny and Tarik Roukny
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 158 (308,528)
Citation 34

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derivatives markets, OTC, financial networks

8.

Is Europe Overbanked?

ESRB: Advisory Scientific Committee Reports 2014/4
Number of pages: 52 Posted: 05 Nov 2020
Marco Pagano, Sam Langfield, Viral Acharya, Arnoud Boot, Markus K. Brunnermeier, Claudia Buch, Martin F. Hellwig, André Sapir and Ieke van den
Einaudi Institute for Economics and Finance (EIEF), European Central Bank, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Deutsche Bundesbank, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 133 (354,385)

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banks, financial structure, systemic risk, universal banks, bank regulation

9.

Risk Management Through the Lens of Macroprudential Policy

Journal of Risk Management in Financial Institutions, Vol. 6, No. 2, pp. 120-128, 2013
Number of pages: 9 Posted: 22 Apr 2013
Sam Langfield, Carmelo Salleo, Olaf Weeken, Jeroen Brinkhoff and Francesco Mazzaferro
European Central Bank, Bank of Italy, Bank of England - Monetary Analysis, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 125 (371,238)

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Financial stability, systemic risk, macroprudential policy, risk management

10.

Systemic Illiquidity in the Interbank Network

Downloads 118 (387,383)
Citation 7

Systemic Illiquidity in the Interbank Network

Staff Working Paper No. 586
Number of pages: 41 Posted: 12 Apr 2016 Last Revised: 15 Aug 2017
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
Bank of England, European Central Bank, Bank of England and Bank of England
Downloads 84 (491,950)
Citation 6

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Interbank network, systemic risk, liquidity regulation, macroprudential policy

Systemic Illiquidity in the Interbank Network

ESRB: Working Paper Series No. 2018/86
Number of pages: 47 Posted: 05 Nov 2020
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
Bank of England, European Central Bank, Bank of England and Bank of England
Downloads 34 (757,255)

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liquidity regulation, macroprudential policy, systemic risk

11.

Financial Stability Challenges for EU Acceding and Candidate Countries: Making Financial Systems More Resilient in a Challenging Environment

ECB Occasional Paper No. 2012/136
Number of pages: 86 Posted: 02 Nov 2012
Roland Beck, Daniela Pulst, Gundars Ostrovskis, Sam Langfield, Stoyan Manolov, Stefanie Evdjic, Ramona Jimborean, Emidio Cocozza, Mariya Stankeva Hake, Piotr Macki, Alexandre Francart, Horatiu Lovin and Marianna Cervena
European Central Bank (ECB), European Central Bank (ECB), European Commission, DG MARKT, European Central Bank, Bulgarian National Bank, Deutsche Bundesbank, Banque de France, Bank of Italy, Oesterreichische Nationalbank (OeNB), National Bank of Poland, National Bank of Belgium, National Bank of Romania and National Bank of Slovakia
Downloads 85 (483,496)

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Europe, banking sector, vulnerability indicators, macro-prudential approach, emerging markets, macro stress test, deleveraging, foreign currency lending

12.

The Structure and Resilience of the European Interbank Market

ESRB: Occasional Paper Series No. 2013/03
Number of pages: 44 Posted: 05 Nov 2020
Ivan Alves, Stijn Ferrari, Pietro Franchini, Jean-Cyprien Heam, Pavol Jurca, Sebastiano Laviola, Sam Langfield, Franka Liedorp, Antonio Sánchez, Santiago Tavolaro and Guillaume Vuillemey
affiliation not provided to SSRN, National Bank of Belgium, affiliation not provided to SSRN, Banque de France, affiliation not provided to SSRN, affiliation not provided to SSRN, European Central Bank, affiliation not provided to SSRN, affiliation not provided to SSRN, Independent and HEC Paris - Finance Department
Downloads 76 (516,303)
Citation 1

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interbank market, resilience, structure, contagion

13.

Mapping the UK Interbank System

Bank of England Working Paper No. 516
Number of pages: 39 Posted: 29 Nov 2014
Sam Langfield, Zijun Liu and Tomohiro Ota
European Central Bank, Bank of England and Bank of England
Downloads 62 (575,549)
Citation 24

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Interbank markets, core-periphery, intermediation, financial networks, market microstructure

14.

Indirect Contagion: The Policy Problem

ESRB: Occasional Paper Series No. 2016/09
Number of pages: 34 Posted: 05 Nov 2020
Laurent Clerc, Alberto Giovannini, Sam Langfield, Tuomas Peltonen, Richard Portes and Martin Scheicher
Banque de France, Columbia University - Columbia Business School, European Central Bank, European Systemic Risk Board, London Business School - Department of Economics and European Central Bank (ECB)
Downloads 57 (599,546)
Citation 16

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contagion, systemic risk, financial distress, liquidity shortages

15.

ESBies: Safety in the Tranches

ESRB: Working Paper Series No. 2016/21
Number of pages: 54 Posted: 05 Nov 2020
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, Einaudi Institute for Economics and Finance (EIEF), London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 52 (625,409)
Citation 23

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European Safe Bonds, safe assets, sovereign risk

16.

Allocating Macro-Prudential Powers

ESRB: Advisory Scientific Committee Reports 2014/5
Number of pages: 20 Posted: 05 Nov 2020
Daniel Gros, Sam Langfield, Marco Pagano and Dirk Schoenmaker
Centre for European Policy Studies, Brussels, European Central Bank, Einaudi Institute for Economics and Finance (EIEF) and Rotterdam School of Management, Erasmus University
Downloads 32 (751,526)

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macroprudential regulation, economic policy, governance

17.

From the Horse's Mouth: Surveying Responses to Stress by Banks and Insurers

ESRB: Occasional Paper Series 201815
Number of pages: 63 Posted: 05 Nov 2020 Last Revised: 18 Nov 2021
Jeroen Brinkhoff, Sam Langfield and Olaf Weeken
European Central Bank (ECB), European Central Bank and ESRB Secretariat
Downloads 20 (850,226)
Citation 1

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