Tuomas Peltonen

European Systemic Risk Board

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Systemic Risk Board

SCHOLARLY PAPERS

11

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1,196

TOTAL CITATIONS
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Top 18,979

in Total Papers Citations

57

Scholarly Papers (11)

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1.

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question!

Downloads 61 (125,828)

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
Mario Bellia, Roberto Panzica, Loriana Pelizzon and Tuomas Peltonen
European Union - JRC-Ispra, European Commision, Bank of Portugal, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 61 (784,503)

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

2.

How Does Risk Flow in the Credit Default Swap Market?

Downloads 72 (261,438)
Citation 3

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
Marco D'Errico, Stefano Battiston, Tuomas Peltonen and Martin Scheicher
University of Zurich, University of Zurich - Department Finance, European Systemic Risk Board and European Central Bank (ECB)
Downloads 72 (715,937)
Citation 3

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

3.

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

Downloads 232 (284,818)
Citation 2

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 144 (437,722)
Citation 2

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ageing population, financial stability, interest rates, pensions

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 88 (634,817)

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4.

The Global Dimensions of Macroprudential Policy

Downloads 145 (302,364)
Citation 1

The Global Dimensions of Macroprudential Policy

ESRB: Advisory Scientific Committee Reports 2020/10
Number of pages: 76 Posted: 05 Nov 2020
Richard Portes, Thorsten Beck, Willem H. Buiter, Kathryn M.E. Dominguez, Daniel Gros, Christian Gross, Ṣebnem Kalemli-Özcan, Tuomas Peltonen and Antonio Sánchez Serrano
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 145 (435,207)
Citation 1

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5.

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

Downloads 38 (361,225)
Citation 10

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 38 (979,742)
Citation 10

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

6.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
Markus K. Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, Christoph Memmel, Tuomas Peltonen, Natalia Podlich, Martin Scheicher and Guillaume Vuillemey
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 128 (480,501)
Citation 8

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CDS, contagion, systemic risk, derivatives

7.

Corporate Credit and Leverage in the EU: Recent Evolution, Main Drivers and Financial Stability Implications

ESRB: Advisory Scientific Committee Reports 2023/14
Number of pages: 89 Posted: 30 Jun 2023
Thorsten Beck, Tuomas Peltonen, Enrico C. Perotti, Antonio Sánchez Serrano and Javier Suarez
Florence School of Banking and Finance, European Systemic Risk Board, University of Amsterdam - Finance Group, European Systemic Risk Board and Centre for Monetary and Financial Studies (CEMFI)
Downloads 126 (486,532)
Citation 6

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8.

Mapping the Interconnectedness between EU Banks and Shadow Banking Entities

Downloads 60 (486,532)

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
Jorge Abad, Marco D'Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes and Teresa Urbano
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 60 (791,294)

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financial stability, interconnectedness, macroprudential policy, shadow banking

9.

Indirect Contagion: The Policy Problem

ESRB: Occasional Paper Series No. 2016/09
Number of pages: 34 Posted: 05 Nov 2020
Laurent Clerc, Alberto Giovannini, Sam Langfield, Tuomas Peltonen, Richard Portes and Martin Scheicher
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 123 (495,655)
Citation 23

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contagion, systemic risk, financial distress, liquidity shortages

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 115 (521,871)
Citation 3

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

11.

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 96 (594,237)
Citation 1

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Financial cycle, Macroprudential policy, Spectral analysis