Jan Hannes Lang

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

596

SSRN CITATIONS
Rank 23,801

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Top 23,801

in Total Papers Citations

21

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.
Downloads 234 (143,348)
Citation 5

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 144 (221,410)
Citation 1

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

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 90 (311,798)
Citation 4

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

2.

A New Database for Financial Crises in European Countries: ECB/ESRB EU Crises Database

ECB Occasional Paper No. 194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, Halmstad University, European Central Bank (ECB), European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 127 (243,832)
Citation 9

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Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics

3.

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
Downloads 74 (347,802)
Citation 1

Abstract:

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

4.

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 Universidad Carlos III de Madrid
Downloads 68 (364,282)
Citation 5

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

5.

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 45 (441,318)

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

6.

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 26 (530,695)

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

7.

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 22 (555,103)

Abstract:

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early warning models, financial crises, financial linkages