Grzegorz Halaj

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

391

SSRN CITATIONS
Rank 36,046

SSRN RANKINGS

Top 36,046

in Total Papers Citations

8

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.
Downloads 162 (190,001)
Citation 3

Dynamic Balance Sheet Model with Liquidity Risk

Number of pages: 28 Posted: 14 Jul 2015
Grzegorz Halaj
European Central Bank (ECB)
Downloads 94 (288,333)
Citation 3

Abstract:

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asset structure, optimal portfolio, banking

Dynamic Balance Sheet Model with Liquidity Risk

ECB Working Paper No. 1896
Number of pages: 35 Posted: 27 Apr 2016
Grzegorz Halaj
European Central Bank (ECB)
Downloads 68 (350,829)

Abstract:

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asset structure, optimal portfolio, banking

2.

The Systemic Implications of Bail-In: A Multi-Layered Network Approach

ECB Working Paper No. 2010
Number of pages: 43 Posted: 03 Feb 2017
Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Maastricht University
Downloads 107 (262,331)
Citation 2

Abstract:

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bail-in, resolution regimes, financial networks, policy simulation, systemic risk

3.

Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases

ECB Working Paper No. 1916
Number of pages: 69 Posted: 19 Jun 2016
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 62 (363,723)

Abstract:

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portfolio optimisation, banking, quantitative easing, DSGE

4.

Agent-Based Model of System-Wide Implications of Funding Risk

ECB Working Paper No. 2121, ISBN: 978-92-899-3226-4
Number of pages: 41 Posted: 11 Jan 2018
Grzegorz Halaj
European Central Bank (ECB)
Downloads 60 (369,675)

Abstract:

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liquidity, systemic risk, ABM