Dawid Żochowski

European Central Bank

Principal Financial Stability Expert

Sonnemannstrasse 20

Frankfurt am Main, 60314

Germany

  • European Central Bank

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 33,708

SSRN RANKINGS

Top 33,708

in Total Papers Downloads

3,177

TOTAL CITATIONS
Rank 13,591

SSRN RANKINGS

Top 13,591

in Total Papers Citations

83

Scholarly Papers (20)

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1.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
Jerome Henry, Christoffer Kok, Adrien Amzallag, Patrizia Baudino, Inês Cabral, Maciej Grodzicki, Marco Gross, Grzegorz Halaj, Markus Kolb, Miha Leber, Cosimo Pancaro, Matthias Sydow, Angelos T. Vouldis, Angelos T. Vouldis, Maik Zimmermann and Dawid Żochowski
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 979 (49,923)
Citation 45

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

2.

Bank Funding Costs and Solvency

Downloads 220 (290,348)
Citation 9

Bank Funding Costs and Solvency

Bank of England Working Paper No. 853
Number of pages: 38 Posted: 04 Jan 2021
Guillaume Arnould, Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), European Central Bank (ECB) and European Central Bank
Downloads 118 (497,020)
Citation 8

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Banks, solvency, funding costs

Bank Funding Costs and Solvency

Number of pages: 39 Posted: 09 Jan 2020
Cosimo Pancaro, Dawid Żochowski, Guillaume Arnould and Guillaume Arnould
European Central Bank (ECB), European Central Bank and Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 102 (555,276)
Citation 1

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banks, funding costs, solvency

3.

Shadow Banking and Market Discipline on Traditional Banks

Downloads 219 (291,681)
Citation 3

Shadow Banking and Market Discipline on Traditional Banks

IMF Working Paper No. 17/285
Number of pages: 65 Posted: 18 Jan 2018
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 146 (418,741)
Citation 1

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Financial crisis, United States, Western Hemisphere, Financial crises, Shadow banking, Central banks and their policies, Market discipline, Fire-sales, Financial Markets and the Macroeconomy, Government Policy and Regulation

Shadow Banking and Market Discipline on Traditional Banks

Number of pages: 61 Posted: 10 Nov 2017 Last Revised: 14 May 2019
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 73 (683,853)
Citation 2

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Shadow banking, financial crisis, market discipline, fire-sales

4.

The Risk Premium Channel and Long-Term Growth

Downloads 205 (310,498)
Citation 3

The Risk Premium Channel and Long-Term Growth

Number of pages: 65 Posted: 26 Sep 2017
Malte Schumacher and Dawid Żochowski
University of Zurich - Department of Business Administration and European Central Bank
Downloads 108 (532,005)
Citation 2

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Risk Premia, Financial Accelerator, Asset Pricing, Endogenous Growth

The Risk Premium Channel and Long-Term Growth

ECB Working Paper No. 2114, ISBN: 978-92-899-3030-7
Number of pages: 68 Posted: 07 Dec 2017
Malte Schumacher and Dawid Żochowski
University of Zurich - Department of Business Administration and European Central Bank
Downloads 97 (575,100)
Citation 1

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risk premia, financial accelerator, asset pricing, endogenous growth

5.

When Shadows Grow Longer: Shadow Banking with Endogenous Entry

ECB Working Paper No. 1943
Number of pages: 35 Posted: 28 Aug 2016
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 179 (351,600)
Citation 3

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Shadow Banking, Fire-Sales, Financial Crises, Macro-Prudential Regulation

6.

The Impact of Bank Capital on Economic Activity - Evidence from a Mixed-Cross-Section GVAR Model

ECB Working Paper No. 1888
Number of pages: 54 Posted: 27 Apr 2016
Marco Gross, Christoffer Kok and Dawid Żochowski
International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank
Downloads 171 (366,026)
Citation 2

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Macro-

7.

Financial Fragility of Euro Area Households

ECB Working Paper No. 1737
Number of pages: 41 Posted: 23 Oct 2014
Miguel Ampudia, Has van Vlokhoven and Dawid Żochowski
Boston University - Department of Economics, Tilburg University - Department of Economics and European Central Bank
Downloads 136 (442,378)
Citation 9

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D10, D14, G21

8.

The International Bank Lending Channel of Unconventional Monetary Policy

ECB Working Paper No. 2109
Number of pages: 34 Posted: 15 Nov 2017
Johannes Gräb and Dawid Żochowski
European Central Bank (ECB) and European Central Bank
Downloads 133 (450,350)
Citation 2

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International Bank Lending Channel, Monetary Policy, Quantitative Easing, Cross-Border Spillovers

9.

Modelling Inflation Using Markov Switching Models: Case of Poland, 1992-2005

Prace i Materiały, 2011, vol. 86, issue 1, pages 185-199
Number of pages: 15 Posted: 13 Feb 2014 Last Revised: 06 Jan 2021
Piotr Białowolski, Piotr Zwiernik and Dawid Żochowski
Harvard TH Chan School of Public Health, Warsaw School of Economics (SGH) and European Central Bank
Downloads 132 (453,046)

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Markov Switching Models, Inflation modelling, Leading Indicators

10.

Simulating Fire Sales in a System of Banks and Asset Managers

Number of pages: 61 Posted: 20 Feb 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 124 (475,870)

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agent-based model, asset managers, contagion, fire sales, systemic risk

11.

Strategic Groups and Banks' Performance

Financial Theory and Practice, 2009, vol. 33, issue 2, pages 153-186
Number of pages: 34 Posted: 13 Feb 2014
Grzegorz Halaj and Dawid Żochowski
National Bank of Poland and European Central Bank
Downloads 103 (546,630)
Citation 1

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strategic groups, financial stability, clustering, Ward algorithm, panel regression

12.

Macropudential Policy in a Knightian Uncertainty Model with Credit-, Risk-, and Leverage Cycles

Number of pages: 66 Posted: 03 Oct 2015 Last Revised: 26 Feb 2016
Eddie Gerba and Dawid Żochowski
Banco de España and European Central Bank
Downloads 98 (565,673)

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Uncertainty, financial engeneering, deregulation, leverage forecasting, macroprudential policy

13.

Negative rates, monetary policy transmission and cross-border lending via international financial centres

Downloads 90 (596,915)

Negative rates, monetary policy transmission and cross-border lending via international financial centres

Bank of England Working Paper No. 1010
Number of pages: 60 Posted: 23 Mar 2023
Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski
European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of England, Hong Kong Monetary Authority, Bank of England, European Central Bank (ECB), Banque de France, Bank of England, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Market Research Division and European Central Bank
Downloads 48 (845,344)

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Bank lending, cross-border lending, international financial centres, monetary policy, negative interest rates, risk-taking

Negative Rates, Monetary Policy Transmission and Cross-Border Lending Via International Financial Centres

ECB Working Paper No. 2023/2775
Number of pages: 68 Posted: 08 Feb 2023
Dawid Żochowski, Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Justine Pedrono, Dennis Reinhardt, Andrew Wong, T. C. Wong and Baptiste Meunier
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of England, Hong Kong Monetary Authority, Bank of England, Banque de France, Bank of England, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and European Central Bank (ECB)
Downloads 42 (896,110)

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bank lending, cross-border lending, International financial centres, monetary policy, negative interest rates, risk-taking

14.

The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability

Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, pp 62-74
Number of pages: 13 Posted: 13 Nov 2013
Slawomir Zajączkowski and Dawid Żochowski
National Bank of Poland and European Central Bank
Downloads 82 (631,163)

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credit growth, debt burden, debt servicing burden, household sector, stress tests, macroeconomic shocks

15.

Cross-Border Spillovers from Macroprudential Policy in the Euro Area

BIS Paper No. 86g
Number of pages: 4 Posted: 05 Oct 2016 Last Revised: 30 May 2024
Luca Nocciola and Dawid Żochowski
European Central Bank (ECB) and European Central Bank
Downloads 79 (644,736)
Citation 1

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16.

Cross-Border Effects of Prudential Regulation: Evidence from the Euro Area

ECB Working Paper No. 2285 (2019); ISBN 978-92-899-3547-0
Number of pages: 30 Posted: 24 May 2019
Fabio Franch, Luca Nocciola and Dawid Żochowski
Reserve Bank of Australia, European Central Bank (ECB) and European Central Bank
Downloads 64 (721,227)
Citation 2

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prudential policy, cross-border spillovers, international banking

17.

Simulating Fire-Sales in a Banking and Shadow Banking System

ESRB: Working Paper Series No. 2017/46
Number of pages: 27 Posted: 05 Nov 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 49 (818,541)
Citation 3

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agent based model, asset managers, contagion, fire sales, systemic risk

18.

Housing Loans Growth, Foreign Currency Risk and Supervisory Response: The Polish Case

Number of pages: 28 Posted: 31 Dec 2016
Dawid Żochowski and Slawomir Zajączkowski
European Central Bank and National Bank of Poland
Downloads 48 (826,074)

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credit growth, households, financial stability, budget survey, debt burden, stress test, macroeconomic shocks

19.

Changes in the Financing Structure of the Real Economy in Poland - Challenges for the Banking Sector

The banking system in emerging economies: how much progress has been made?, BIS Papers No 28, August 2006
Number of pages: 13 Posted: 11 Nov 2013
Dawid Żochowski
European Central Bank
Downloads 44 (857,638)

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Banking Sector in Poland, Economic Transformation, Credit growth, Lending policy

20.

Diagnosing and Predicting Inflation in Poland with Application of Markov Switching Models and Future Inflation Indicator

Number of pages: 36 Posted: 30 Dec 2016
Piotr Białowolski, Piotr Zwiernik and Dawid Żochowski
Harvard TH Chan School of Public Health, Warsaw School of Economics (SGH) and European Central Bank
Downloads 22 (1,080,665)

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Business Cycles, Inflation Cycles, Composite Leading Indicators, Markov Switching Models