Grzegorz Halaj

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

4

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632

SSRN CITATIONS
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25

CROSSREF CITATIONS

9

Scholarly Papers (4)

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1.

Dynamic Balance Sheet Model with Liquidity Risk

Downloads 210 (240,366)
Citation 6

Dynamic Balance Sheet Model with Liquidity Risk

Number of pages: 28 Posted: 14 Jul 2015
Grzegorz Halaj
European Central Bank (ECB)
Downloads 110 (410,011)
Citation 6

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 100 (439,058)

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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
Anne-Caroline Hüser, Grzegorz Halaj, Christoffer Kok, Cristian Perales and Anton F. van der Kraaij
Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Maastricht University
Downloads 165 (297,672)
Citation 7

Abstract:

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

3.

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 159 (307,033)
Citation 3

Abstract:

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liquidity, systemic risk, ABM

4.

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
Matthieu Darracq Paries, Grzegorz Halaj and Christoffer Kok
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 98 (442,018)

Abstract:

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portfolio optimisation, banking, quantitative easing, DSGE