Tuomas Peltonen

European Systemic Risk Board

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

305

SSRN CITATIONS
Rank 23,449

SSRN RANKINGS

Top 23,449

in Total Papers Citations

30

CROSSREF CITATIONS

11

Scholarly Papers (10)

The Demand for Central Clearing: To Clear or Not to Clear, that is the Question

ESRB: Working Paper Series No. 2017/62
Number of pages: 58 Posted: 05 Nov 2020
European Union - JRC-Ispra, European Commision, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 19 (745,781)

Abstract:

Loading...

Central Counterparty Clearing House (CCP), Credit Default Swap (CDS), European Market Infrastructure Regulation (EMIR), sovereign

How Does Risk Flow in the Credit Default Swap Market?

ESRB: Working Paper Series No. 2016/33
Number of pages: 42 Posted: 05 Nov 2020
University of Zurich, University of Zurich - Department of Banking and Finance, European Systemic Risk Board and European Central Bank (ECB)
Downloads 33 (636,263)

Abstract:

Loading...

flow-of-risk, systemic risk, credit default swap, financial networks, network architecture

3.
Downloads 58 (347,246)
Citation 4

The Global Dimensions of Macroprudential Policy

ESRB: Advisory Scientific Committee Reports 2020/10
Number of pages: 76 Posted: 05 Nov 2020
London Business School - Department of Economics, City University London - The Business School, Centre for Economic Policy Research (CEPR), University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, Centre for European Policy Studies, Brussels, European Central Bank, European Systemic Risk Board, University of Maryland, European Systemic Risk Board and European Systemic Risk Board
Downloads 58 (506,006)
Citation 1

Abstract:

Loading...

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ESRB: Working Paper Series No. 2016/17
Number of pages: 46 Posted: 05 Nov 2020
Markus Behn, Marco Gross and Tuomas Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Systemic Risk Board
Downloads 6 (880,399)

Abstract:

Loading...

macroprudential policy, cost-benefit analysis, early-warning system, GVAR

Pension Schemes in the European Union: Challenges and Implications From Macroeconomic and Financial Stability Perspectives

ESRB Occasional Paper Series No. 2020/17
Number of pages: 51 Posted: 31 Jul 2020
Antonio Sánchez Serrano and Tuomas Peltonen
European Systemic Risk Board and European Systemic Risk Board
Downloads 42 (582,814)

Abstract:

Loading...

Pension Schemes in the European Union: Challenges and Implications from Macroeconomic and Financial Stability Perspectives

ESRB: Occasional Paper Series No. 2020/17
Number of pages: 51 Posted: 05 Nov 2020
Antonio Sánchez Serrano and Tuomas Peltonen
European Systemic Risk Board and European Systemic Risk Board
Downloads 26 (686,543)

Abstract:

Loading...

ageing population, financial stability, interest rates, pensions

Mapping the Interconnectedness between EU Banks and Shadow Banking Entities

ESRB: Working Paper Series No. 2017/40
Number of pages: 43 Posted: 05 Nov 2020
Centre for Monetary and Financial Studies (CEMFI), University of Zurich, European Systemic Risk Board, European Banking Authority, European Systemic Risk Board, London Business School - Department of Economics and European Banking Authority
Downloads 24 (702,719)

Abstract:

Loading...

financial stability, interconnectedness, macroprudential policy, shadow banking

7.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
Princeton University - Department of Economics, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 30 (639,771)
Citation 3

Abstract:

Loading...

CDS, contagion, systemic risk, derivatives

8.

Indirect Contagion: The Policy Problem

ESRB: Occasional Paper Series No. 2016/09
Number of pages: 34 Posted: 05 Nov 2020
Banque de France, Columbia University - Columbia Business School, European Central Bank, European Systemic Risk Board, London Business School - Department of Economics and European Central Bank (ECB)
Downloads 26 (667,337)
Citation 9

Abstract:

Loading...

contagion, systemic risk, financial distress, liquidity shortages

9.

Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset

ESRB: Working Paper Series No. 2017/43
Number of pages: 44 Posted: 05 Nov 2020
Yves S. Schüler, Paul Hiebert and Tuomas Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Systemic Risk Board
Downloads 24 (682,265)
Citation 1

Abstract:

Loading...

Financial cycle, Macroprudential policy, Spectral analysis

10.

Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors

ESRB: Working Paper Series No. 2016/29
Number of pages: 38 Posted: 05 Nov 2020
Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 17 (738,703)
Citation 1

Abstract:

Loading...

early-warning model, banking crises, signalling approach, systemic risk