Access Statistics for Grzegorz Halaj

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A macro stress testing framework for assessing systemic risks in the banking sector 0 2 6 131 3 7 21 495
Agent-based model of system-wide implications of funding risk 0 0 3 48 1 2 9 202
Assessing interbank contagion using simulated networks 0 0 2 130 1 1 5 350
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 155 0 1 3 251
COVID and Financial Stability: Practice Ahead of Theory 0 0 2 18 0 0 3 21
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 0 0 444
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 1 5 5 2 4 16 16
Dynamic balance sheet model with liquidity risk 0 0 1 75 0 3 11 287
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 0 0 38
Interconnected Banks and Systemically Important Exposures 0 0 0 36 1 1 5 139
Interconnected banks and systemically important exposures 0 0 2 49 0 0 4 163
Modeling emergence of the interbank networks 0 0 1 124 0 1 3 273
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 1 101 0 0 1 278
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 1 1 1 235
Simulating fire sales in a system of banks and asset managers 0 0 0 29 0 2 5 58
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 1 1 1 151
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 0 0 730
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 1 26 0 1 3 39
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 75 1 1 3 190
The systemic implications of bail-in: a multi-layered network approach 0 0 1 47 0 0 2 221
Total Working Papers 0 3 27 1,449 11 26 96 4,581

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing interbank contagion using simulated networks 1 1 3 70 2 3 7 282
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 1 2 5 69
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 1 10 0 1 4 36
How did the Greek credit event impact the credit default swap market? 0 0 0 34 1 2 6 149
Interconnected banks and systemically important exposures 0 0 1 12 0 0 6 33
Modelling the emergence of the interbank networks 0 0 3 39 0 0 6 134
Resilience of Canadian banks to funding liquidity shocks 0 0 4 16 0 0 6 43
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 0 0 0 110
Simulating fire sales in a system of banks and asset managers 0 0 2 7 0 1 5 21
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 2 324
System-wide implications of funding risk 0 1 7 36 0 3 10 97
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 0 18 0 1 2 75
The missing links: A global study on uncovering financial network structures from partial data 1 1 1 60 2 3 10 313
The systemic implications of bail-in: A multi-layered network approach 0 0 0 48 1 1 8 292
Total Journal Articles 2 3 22 492 7 17 77 1,978

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Statistics updated 2025-03-03