Régis Gourdel

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

299

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Assessing the Double Materiality of Climate Risks in the EU Economy and Banking Sector

Number of pages: 55 Posted: 11 Oct 2021 Last Revised: 15 Nov 2021
European Central Bank (ECB), EDHEC Business School, WU Vienna, Ca' Foscari University of Venice and European Central Bank (ECB)
Downloads 228 (173,893)

Abstract:

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double materiality, endogeneity, climate mitigation scenarios; dynamic climate stress test, investors’ climate sentiments, Stock-Flow Consistent model, macroprudential policies

2.

Investment Funds Under Stress

Number of pages: 52 Posted: 31 Oct 2019
Régis Gourdel, Eduardo Maqui Lopez and Matthias Sydow
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 36 (557,743)

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Bayesian model averaging, international capital flows, investment funds, portfolio valuation, prudential policy

3.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de FranceParis School of Economics (PSE), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 35 (563,015)

Abstract:

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