Jan Hannes Lang

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 36,839

SSRN RANKINGS

Top 36,839

in Total Papers Downloads

2,577

SSRN CITATIONS
Rank 15,229

SSRN RANKINGS

Top 15,229

in Total Papers Citations

78

CROSSREF CITATIONS

18

Scholarly Papers (11)

1.
Downloads 630 (79,908)
Citation 18

The Leverage Ratio, Risk-Taking and Bank Stability

Bank of England Working Paper No. 766
Number of pages: 74 Posted: 16 Nov 2018
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 430 (126,236)
Citation 20

Abstract:

Loading...

Bank capital, risk-taking, leverage ratio, Basel III

The Leverage Ratio, Risk-Taking and Bank Stability

ECB Working Paper No. 2079
Number of pages: 74 Posted: 21 Jun 2017
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 200 (280,442)
Citation 1

Abstract:

Loading...

Bank Capital, Risk-Taking, Leverage Ratio, Basel III

A New Database for Financial Crises in European Countries

ECB Occasional Paper No. 2017/194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Systemic Risk Board
Downloads 376 (147,256)

Abstract:

Loading...

central bank statistics, crises database, early warning models, financial crises, macroprudential

A New Database for Financial Crises in European Countries

ESRB: Occasional Paper Series 2017/13
Number of pages: 58 Posted: 12 Feb 2022
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Systemic Risk Board
Downloads 97 (503,974)

Abstract:

Loading...

central bank statistics, crises database, early warning models, inancial crises, macroprudential

3.

Anticipating the Bust: A New Cyclical Systemic Risk Indicator to Assess the Likelihood and Severity of Financial Crises

ECB Occasional Paper No. 219 (2019); ISBN 978-92-899-3683-5
Number of pages: 77 Posted: 15 Feb 2019
Jan Hannes Lang, Cosimo Izzo, Stephan Fahr and Josef Ruzicka
European Central Bank (ECB), University College London, European Central Bank and Charles III University of Madrid
Downloads 317 (178,594)
Citation 26

Abstract:

Loading...

systemic risk, financial crises, early warning models, quantile regressions, local projections, GDP at risk

4.

A Framework for Early-Warning Modeling with an Application to Banks

ECB Working Paper No. 2182
Number of pages: 43 Posted: 12 Oct 2018
Jan Hannes Lang, Tuomas A. Peltonen and Peter Sarlin
European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 278 (204,757)

Abstract:

Loading...

early-warning models, financial crises, bank distress, regularization, micro- and macro-prudential analysis

5.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
European Central Bank (ECB), ESRB Secretariat, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank (ECB)
Downloads 163 (336,831)
Citation 46

Abstract:

Loading...

banking regulation, countercyclical capital buffer, systemic risk

6.

Semi-Structural Credit Gap Estimation

ECB Working Paper No. 2194
Number of pages: 54 Posted: 14 Nov 2018
Jan Hannes Lang and Peter Welz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 163 (336,831)
Citation 8

Abstract:

Loading...

equilibrium credit, credit cycles, financial crises, macro-prudential analysis, early-warning models

7.

Cyclical Systemic Risk and Downside Risks to Bank Profitability

ECB Working Paper No. 20202405
Number of pages: 48 Posted: 12 May 2020
Jan Hannes Lang and Marco Forletta
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 158 (345,865)
Citation 3

Abstract:

Loading...

bank profitability, Growth-at-risk, local projections, quantile regressions, systemic risk

8.

House Prices and Ultra-Low Interest Rates: Exploring the Non-Linear Nexus

ECB Working Paper No. 2023/2789
Number of pages: 40 Posted: 24 Feb 2023
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Macroprudential Policy and Financial Stability, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 150 (361,083)

Abstract:

Loading...

elasticity, house prices, interest rates, non-linearity

The State-Dependent Impact of Changes in Bank Capital Requirements

ECB Working Paper No. 2023/2828
Number of pages: 68 Posted: 14 Jul 2023
Jan Hannes Lang and Dominik Menno
European Central Bank (ECB) and Deutsche Bundesbank
Downloads 75 (592,735)

Abstract:

Loading...

Bank capital requirements, dynamic stochastic equilibrium model, financial accelerator, global solution methods, loan supply

The State-Dependent Impact of Changes in Bank Capital Requirements

Deutsche Bundesbank Discussion Paper No. 19/2023
Number of pages: 59 Posted: 15 Aug 2023
Jan Hannes Lang and Dominik Menno
European Central Bank (ECB) and Deutsche Bundesbank
Downloads 53 (711,322)

Abstract:

Loading...

Bank capital requirements, loan supply, dynamic stochastic equilibrium model, financial accelerator, global solution methods

10.

Medium-Term Growth-at-Risk in the Euro Area

ECB Working Paper No. 2023/2808
Number of pages: 43 Posted: 20 Apr 2023
Jan Hannes Lang, Marek Rusnák and Moritz Greiwe
European Central Bank (ECB), European Central Bank (ECB) and Universitat Pompeu Fabra
Downloads 72 (598,107)

Abstract:

Loading...

financial stress, financial vulnerabilities, growth-at-risk, local projections, quantile regression

11.

Cross-Country Linkages and Spill-Overs in Early Warning Models for Financial Crises

ECB Working Paper No. 2160
Number of pages: 30 Posted: 25 Jun 2018
Jan Hannes Lang
European Central Bank (ECB)
Downloads 45 (747,330)

Abstract:

Loading...

early warning models, financial crises, financial linkages