Sam Langfield

European Central Bank

Principal Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 32,173

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Top 32,173

in Total Papers Downloads

1,363

CITATIONS

2

Scholarly Papers (9)

1.
Downloads 381 ( 75,259)

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 327 (89,096)

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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) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 54 (372,773)

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interest rate risk, banking, risk management, hedging

2.
Downloads 376 ( 76,363)
Citation 1

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 251 (118,536)
Citation 1

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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 86 (288,165)
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 38 (431,992)
Citation 1

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

Bank Ratings: What Determines Their Quality?

Economic Policy, Vol. 28, Issue 74, pp. 289-333, 2013
Number of pages: 45 Posted: 13 Apr 2013
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank and Swiss Finance Institute and CEPR
Downloads 1 (664,579)
Citation 1
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3.

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 141 (201,062)

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bank regulation; banks; financial structure; systemic risk

4.
Downloads 108 (246,065)

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 76 (310,814)

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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 32 (458,591)

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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
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

Discriminatory Pricing of Over-the-Counter Derivatives

Swiss Finance Institute Research Paper No. 17-70
Number of pages: 41 Posted: 10 Jan 2018
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and Trinity College (Dublin)
Downloads 105 (252,492)

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Dealer spreads, information rents, RFQ platforms, corporate hedging

Discriminatory Pricing of Over-the-Counter Derivatives

CEPR Discussion Paper No. DP12525
Number of pages: 42 Posted: 02 Jan 2018
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and Trinity College (Dublin)
Downloads 2 (650,840)
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corporate hedging, Dealer spreads, information rents, RFQ platforms

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 103 (254,308)

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Financial stability, systemic risk, macroprudential policy, risk management

7.

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 62 (343,234)

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

8.

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 60 (348,829)

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Interbank network, systemic risk, liquidity regulation, macroprudential policy

9.

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 25 (481,925)
Citation 1

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