Adrien Amzallag

European Securities and Markets Authority

201-203 Rue de Bercy

​Paris, 75012

France

University of Toulouse 1 - Toulouse School of Economics (TSE)

Place Anatole-France

Toulouse Cedex, F-31042

France

  • European Securities and Markets Authority

  • University of Toulouse 1 - Toulouse School of Economics (TSE)

SCHOLARLY PAPERS

6

DOWNLOADS

1,788

TOTAL CITATIONS
Rank 21,622

SSRN RANKINGS

Top 21,622

in Total Papers Citations

61

Scholarly Papers (6)

Actions:
Email selected abstracts
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 985 (50,754)
Citation 46

Abstract:

Loading...

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

2.

Monetary Policy Transmission to Mortgages in a Negative Interest Rate Environment

Downloads 422 (149,914)
Citation 6

Monetary Policy Transmission to Mortgages in a Negative Interest Rate Environment

ECB Working Paper No. 2243 (2019); ISBN 978-92-899-3505-0
Number of pages: 47 Posted: 19 Feb 2019
Adrien Amzallag, Alessandro Calza, Dimitris Georgarakos and João Sousa
European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 315 (205,423)

Abstract:

Loading...

monetary policy, negative interest rates, bank lending, mortgages

Monetary Policy Transmission to Mortgages in a Negative Interest Rate Environment

Number of pages: 46 Posted: 15 Feb 2018
Adrien Amzallag, Alessandro Calza, Dimitris Georgarakos and João Sousa
European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 107 (552,003)
Citation 6

Abstract:

Loading...

monetary policy, negative interest rates, bank lending, mortgages

3.

Fund Portfolio Networks: A Climate Risk Perspective

International Review of Financial Analysis, Vol. 84, 2022
Number of pages: 30 Posted: 11 Oct 2021 Last Revised: 06 Sep 2022
Adrien Amzallag
European Securities and Markets Authority
Downloads 223 (294,407)
Citation 7

Abstract:

Loading...

Investment Funds, Climate Change, Portfolio Choice, Financial Stability, Network Analysis

4.

The Impact of Regulating Occupational Pensions in Europe on Investment and Financial Stability

ECB Occasional Paper No. 154
Number of pages: 59 Posted: 20 Sep 2014
Adrien Amzallag, Daniel Kapp and Christoffer Kok
European Securities and Markets Authority, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 105 (555,470)
Citation 2

Abstract:

Loading...

financial regulation, financial stability, Institutions for Occupational Retirement Provision

5.

Tracing European Structured Finance Counterparty Networks

ECB Occasional Paper No. 199
Number of pages: 46 Posted: 11 Nov 2017
Adrien Amzallag and Maximilian L. Blau
European Securities and Markets Authority and European Central Bank (ECB)
Downloads 53 (820,653)

Abstract:

Loading...

Structured Finance, Asset-Backed Securities, Covered Bonds, Network Analysis, Collateral, Financial Regulation

6.

Burning decisions: the impact of local heatwaves on fund managers' investment decisions

Number of pages: 30
Adrien Amzallag
European Securities and Markets Authority
Downloads 0

Abstract:

Loading...

Investment Funds, Portfolio Choice, Climate Change, Behavioural Finance