Grzegorz Hałaj

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

138

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Interconnected Banks and Systemically Important Exposures

ECB Working Paper No. 2331
Number of pages: 51 Posted: 21 Nov 2019
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich, Government of Canada - Bank of Canada and European Central Bank (ECB)
Downloads 97 (336,002)

Abstract:

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bank stress test, cross-border contagion channels, financial contagion, financial networks, financial stability, systemic risk

2.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, European Central Bank (ECB), Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 18 (663,978)
Citation 10

Abstract:

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intermediation, market structure, network reconstruction

3.

Simulating Fire Sales in a System of Banks and Asset Managers

ECB Working Paper No. 2373
Number of pages: 61 Posted: 20 Feb 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 17 (663,978)

Abstract:

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agent-based model, asset managers, contagion, fire sales, systemic risk

4.

Simulating Fire-Sales in a Banking and Shadow Banking System

ESRB: Working Paper Series No. 2017/46
Number of pages: 27 Posted: 05 Nov 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 6 (749,345)
Citation 1

Abstract:

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agent based model, asset managers, contagion, fire sales, systemic risk