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Frances Shaw

Central Bank of Ireland

P.O. Box 559

Dame Street

Dublin , 2

Ireland

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • Central Bank of Ireland

  • European Central Bank (ECB)

SCHOLARLY PAPERS

5

DOWNLOADS

529

TOTAL CITATIONS

2

Scholarly Papers (5)

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1.

Investment Fund Risk: The Tale in the Tails

Number of pages: 34 Posted: 27 Jan 2017 Last Revised: 12 Feb 2017
Peter G. Dunne and Frances Shaw
Central Bank of Ireland and Central Bank of Ireland
Downloads 257 (297,664)
Citation 1

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Investment Funds, Systemic Risk, Marginal Expected Shortfall

2.

Stress-Testing Net Trading Income: The Case of European Banks

ECB Working Paper No. 2021/2525
Number of pages: 35 Posted: 05 Mar 2021 Last Revised: 10 Dec 2021
Carla Giglio, Frances Shaw, Nicolas Syrichas and Giuseppe Cappelletti
European Central Bank (ECB), Central Bank of Ireland, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 137 (537,489)
Citation 1

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capital shortfall, net trading income, quantile panel regression, stress testing

3.

A Sensitivities Based CoVaR Approach to Assets Commonality and its Application to SSM Banks

ECB Working Paper No. 2022/2725
Number of pages: 27 Posted: 22 Sep 2022
Leonardo Del Vecchio, Carla Giglio, Frances Shaw, Guido Spanò and Giuseppe Cappelletti
Bank of Italy, European Central Bank (ECB), Central Bank of Ireland, University College London - Department of Economics and European Central Bank (ECB)
Downloads 60 (961,006)

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CoVaR, Financial networks, Financial regulation, Overlapping portfolios, Systemic risk

4.

Financial stability considerations for monetary policy at the European Central Bank: conceptual framework and quantitative tools

Downloads 52

Financial stability considerations for monetary policy at the European Central Bank: conceptual framework and quantitative tools

ECB Discussion Paper No. 2026/30
Number of pages: 40 Posted: 16 Jun 2026
Ugo Albertazzi, Paul Bochmann, Miguel Boucinha, Lorenzo Burlon, Cyril Couaillier, Giorgia De Nora, Daniel Dieckelmann, Stephan Fahr, Finn Faber, Juan Manuel Figueres, Marco Forletta, Alberto Grassi, Hannah Sabine Hempell, Marie Hoerova, Barbara Jarmulska, Marek Jarocinski, Peter Karadi, Jan Hannes Lang, Marco Lo Duca, Caterina Mendicino, Elmar Mertens, Julian Metzler, Anton Nakov, Kalin Nikolov, Aurea Ponte Marques, Niki Papadopoulou, Elena Rancoita, Costanza Rodriguez d’Acri, Marek Rusnák, Ellen Ryan, Enrico Sette, Valerio Scalone, Bernd Schwaab, Frances Shaw, Manuela Storz, Matthias Sydow, Dominik Thaler, Emiliano Toni, Alejandro Van der Ghote and Peter Welz
ECB -DG Monetary Policy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Macroprudential Policy and Financial Stability, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB)CEPR, European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, Central Bank of Ireland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 47

Abstract:

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financial stability, monetary policy, trade-offs

Financial stability considerations for monetary policy at the European Central Bank: conceptual framework and quantitative tools

ECB Working Paper No. 2026/30
Number of pages: 40 Posted: 15 Jul 2026
Ugo Albertazzi, Paul Bochmann, Miguel Boucinha, Lorenzo Burlon, Cyril Couaillier, Giorgia De Nora, Daniel Dieckelmann, Stephan Fahr, Finn Faber, Juan Manuel Figueres, Marco Forletta, Alberto Grassi, Hannah Sabine Hempell, Marie Hoerova, Barbara Jarmulska, Marek Jarocinski, Peter Karadi, Jan Hannes Lang, Marco Lo Duca, Caterina Mendicino, Elmar Mertens, Julian Metzler, Anton Nakov, Kalin Nikolov, Aurea Ponte Marques, Niki Papadopoulou, Elena Rancoita, Costanza Rodriguez d’Acri, Marek Rusnák, Ellen Ryan, Enrico Sette, Valerio Scalone, Bernd Schwaab, Frances Shaw, Manuela Storz, Matthias Sydow, Dominik Thaler, Emiliano Toni, Alejandro Van der Ghote and Peter Welz
ECB -DG Monetary Policy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Macroprudential Policy and Financial Stability, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)CEPR, European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, Central Bank of Ireland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 5

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financial stability, monetary policy, trade-offs

5.

A Framework for Macroprudential Stress Testing

Central Bank of Ireland Research Paper Series No. 7, 2022
Number of pages: 31 Posted: 23 Feb 2026
Joe Morell, Jonathan Rice and Frances Shaw
Central Bank of Ireland, European Systemic Risk Board and Central Bank of Ireland
Downloads 23 (1,459,862)

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macroprudential stress testing, capital buffers