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Ivan Dimitrov

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

8

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35

Scholarly Papers (8)

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1.

Beast: A Model for the Assessment of System-Wide Risks and Macroprudential Policies

ECB Working Paper No. 2023/2855
Number of pages: 239 Posted: 13 Oct 2023
Katarzyna Barbara Budnik, Johannes Groß, Gianluca Vagliano, Ivan Dimitrov, Max Lampe, Jiri Panos, Sofia Velasco, Louis Boucherie and Martina Jancokova
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB) and European Central Bank
Downloads 1,690 (26,218)

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

2.

Policies in Support of Lending Following the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper No. 2021/257
Number of pages: 57 Posted: 24 May 2021
Katarzyna Barbara Budnik, Ivan Dimitrov, Johannes Groß, Martina Jancokova, Max Lampe, Bianca Sorvillo, Anze Stular and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB) and Bank of Slovenia
Downloads 312 (241,719)
Citation 15

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3.

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), - 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 272 (279,442)

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

4.

The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area

ECB Occasional Paper No. 2021/258
Number of pages: 62 Posted: 24 Jul 2021
Katarzyna Barbara Budnik, Ivan Dimitrov, Carla Giglio, Johannes Groß, Max Lampe, Andrei Sarychev, Matthieu Tarbé, Gianluca Vagliano and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), London Business School, European Central Bank (ECB) and Bank of Slovenia
Downloads 230 (339,185)
Citation 9

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5.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
Katarzyna Barbara Budnik, Mirco Balatti, Ivan Dimitrov, Johannes Groß, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko and Matjaz Volk
European Central Bank (ECB), Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia and Bank of Slovenia
Downloads 189 (403,391)

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

6.

Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper Forthcoming
Number of pages: 64 Posted: 18 May 2022
Katarzyna Barbara Budnik, Louis Boucherie, Marcin Borsuk, Ivan Dimitrov, Giacomo Giraldo, Johannes Groß, Martina Jancokova, Max Lampe, Gianluca Vagliano and Matjaz Volk
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, European Central Bank (ECB), European Central Bank (ECB) and Bank of Slovenia
Downloads 158 (477,517)
Citation 8

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COVID-19, impact assessment, banking sector, real-financial feedback mechanism

7.

The Economic Impact of the NPL Coverage Expectations in the Euro Area

ECB Occasional Paper No. 2022/297
Number of pages: 54 Posted: 28 Jul 2022
Katarzyna Barbara Budnik, Ivan Dimitrov, Johannes Groß, Matjaz Volk, Max Lampe, Piotr Kusmierczyk and Gianluca Vagliano
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and European Central Bank (ECB)
Downloads 119 (600,462)
Citation 3

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banking sector, impact assessment, loan loss provisions, Non-performing loans, real-financial feedback mechanism, regulatory policy

8.

2023 Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 2024/347
Number of pages: 33 Posted: 21 May 2024
Ivan Dimitrov, Catherine Le Grand, Laurynas Narusevicius, André Nunes, Jure Podlogar, Nicola Röhm, Lucas Ter Steege and Giuseppe Cappelletti
European Central Bank (ECB), European Central Bank (ECB), Bank of Lithuania, Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 93 (736,406)

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economic models, forecasting, macroeconometrics, monetary policy