Sam Langfield

European Central Bank

Principal Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 32,553

in Total Papers Downloads

1,945

SSRN CITATIONS
Rank 5,583

SSRN RANKINGS

Top 5,583

in Total Papers Citations

161

CROSSREF CITATIONS

79

Scholarly Papers (17)

1.
Downloads 512 ( 70,643)
Citation 10

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 402 (93,299)
Citation 5

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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
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 110 (315,196)
Citation 6

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interest rate risk, banking, risk management, hedging

2.
Downloads 407 ( 92,811)
Citation 5

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 265 (147,400)
Citation 8

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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 98 (340,949)

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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 44 (522,016)
Citation 6

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

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
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 180 (214,076)
Citation 3

Abstract:

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

Discriminatory Pricing of Over-the-Counter Derivatives

Number of pages: 46 Posted: 14 Jun 2019
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 54 (477,311)
Citation 1

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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
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 21 (664,025)

Abstract:

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corporate hedging, dealer spreads, information rents, RFQ platforms

Discriminatory Pricing of Over-the-Counter Derivatives

Number of pages: 42 Posted: 02 Jan 2018
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 3 (814,779)
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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 University of Naples Federico II - Department of Economics and Statistics
Downloads 170 (223,600)
Citation 20

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bank regulation; banks; financial structure; systemic risk

5.
Downloads 134 (271,634)
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
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 95 (347,876)
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
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 39 (547,278)
Citation 2

Abstract:

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

ESBies: Safety in the Tranches

Number of pages: 55 Posted: 03 Oct 2016
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, 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

6.

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
European Central Bank, Bank of Italy, Bank of England - Monetary Analysis, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 108 (317,338)

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Financial stability, systemic risk, macroprudential policy, risk management

7.
Downloads 88 (362,272)
Citation 5

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 70 (418,254)
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 18 (687,552)

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liquidity regulation, macroprudential policy, systemic risk

8.

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

ECB Occasional Paper No. 136
Number of pages: 86 Posted: 02 Nov 2012
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 68 (419,825)

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

9.
Downloads 51 (481,775)
Citation 4

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 39 (547,278)
Citation 2

Abstract:

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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 12 (737,452)

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bank regulation, sovereign risk, systemic risk

10.

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 41 (525,917)
Citation 24

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

11.

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
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 29 (589,893)
Citation 17

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derivatives markets, OTC, financial networks

12.

Is Europe Overbanked?

ESRB: Advisory Scientific Committee Reports 2014/4
Number of pages: 52 Posted: 05 Nov 2020
University of Naples Federico II - Department of Economics and Statistics, 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 23 (629,209)

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

13.

The Structure and Resilience of the European Interbank Market

ESRB: Occasional Paper Series No. 2013/03
Number of pages: 44 Posted: 05 Nov 2020
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 15 (686,905)
Citation 1

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interbank market, resilience, structure, contagion

14.

Allocating Macro-Prudential Powers

ESRB: Advisory Scientific Committee Reports 2014/5
Number of pages: 20 Posted: 05 Nov 2020
Centre for European Policy Studies, Brussels, European Central Bank, University of Naples Federico II - Department of Economics and Statistics and Rotterdam School of Management, Erasmus University
Downloads 14 (694,602)

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macroprudential regulation, economic policy, governance

15.

ESBies: Safety in the Tranches

ESRB: Working Paper Series No. 2016/21
Number of pages: 54 Posted: 05 Nov 2020
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 13 (702,414)
Citation 9

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European Safe Bonds, safe assets, sovereign risk

16.

Indirect Contagion: The Policy Problem

ESRB: Occasional Paper Series No. 2016/09
Number of pages: 34 Posted: 05 Nov 2020
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 11 (718,186)
Citation 6

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contagion, systemic risk, financial distress, liquidity shortages

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 3 (781,113)
Citation 1

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