Grzegorz Hałaj

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

61

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 53 (410,659)

Abstract:

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

2.

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 8 (647,097)

Abstract:

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