Stijn Ferrari

National Bank of Belgium

Brussels, B-1000

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS

243

SSRN CITATIONS
Rank 24,804

SSRN RANKINGS

Top 24,804

in Total Papers Citations

10

CROSSREF CITATIONS

29

Scholarly Papers (4)

1.

Measuring and Testing for the Systemically Important Financial Institutions

National Bank of Belgium Working Paper No. 228
Number of pages: 55 Posted: 13 Oct 2012
Carlos Castro-Iragorri and Stijn Ferrari
Universidad del Rosario and National Bank of Belgium
Downloads 137 (262,339)
Citation 39

Abstract:

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Systemic risk, SIFIs, interconnectedness, quantile regression, stochastic dominance test

2.

Sectoral Credit Cycles and Systemic Risk in the United States

Number of pages: 21 Posted: 28 Feb 2019
National Bank of Belgium and Catholic University of Leuven (KUL)National Bank of Belgium
Downloads 81 (374,448)

Abstract:

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counter cyclical capital buffer, financial cycle

3.

Identifying Early Warning Indicators for Real Estate-Related Banking Crises

ESRB: Occasional Paper Series No. 2015/08
Number of pages: 69 Posted: 05 Nov 2020
Stijn Ferrari, Mara Pirovano and Wanda Cornacchia
National Bank of Belgium, National Bank of Belgium and Bank of Italy
Downloads 13 (692,437)

Abstract:

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early warning indicators, real estate, banking crises

4.

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 12 (700,371)
Citation 1

Abstract:

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interbank market, resilience, structure, contagion