Harun Mirza

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

5

DOWNLOADS

523

TOTAL CITATIONS

5

Scholarly Papers (5)

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1.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro and Spyros Palligkinis
European Central Bank (ECB), Henley Business School - ICMA Centre, Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 263 (248,628)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

2.

Macro Stress Testing Euro Area Banks' Fees and Commissions

ECB Working Paper No. 2029
Number of pages: 37 Posted: 02 Mar 2017
Christoffer Kok, Harun Mirza and Cosimo Pancaro
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 105 (551,717)
Citation 5

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fee and commission income, stress testing, scenario analysis

3.

Enhancing Repo Market Transparency: The EU Securities Financing Transactions Regulation

ECB Occasional Paper No. 2024/342
Number of pages: 27 Posted: 29 Feb 2024
Claudio Bassi, Michael Grill, Felix Hermes, Harun Mirza, Charles O’Donnell and Michael Wedow
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 76 (675,431)

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financial stability, regulation, securities financing transactions

4.

Fire Sales by Euro Area Banks and Funds: What is Their Asset Price Impact?

ECB Working Paper No. 20202491
Number of pages: 46 Posted: 23 Nov 2020
Harun Mirza, Diego Moccero, Spyros Palligkinis and Cosimo Pancaro
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 46 (869,401)

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5.

A Portfolio Perspective on Euro Area Bank Profitability Using Stress Test Data

ECB Occasional Paper No. 2024/356
Number of pages: 38 Posted: 17 Sep 2024
Harun Mirza, Carmelo Salleo and Zoe Trachana
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 33 (992,494)

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Bank profitability, cost of risk, net interest income, portfolio analysis, scenario analysis, stress testing