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 0 3 132 5 7 28 516
Agent-based model of system-wide implications of funding risk 0 1 2 50 4 7 12 212
Assessing interbank contagion using simulated networks 0 0 0 130 2 5 11 360
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 2 3 6 256
COVID and Financial Stability: Practice Ahead of Theory 0 0 0 18 1 2 3 24
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 1 3 4 448
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 5 0 0 10 22
Dynamic balance sheet model with liquidity risk 0 0 0 75 0 0 9 293
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 1 4 42
Interconnected Banks and Systemically Important Exposures 0 0 0 36 4 7 12 150
Interconnected banks and systemically important exposures 0 0 0 49 5 7 12 175
Modeling emergence of the interbank networks 0 0 1 125 0 1 4 276
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 2 3 4 282
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 0 0 1 235
Simulating fire sales in a system of banks and asset managers 0 0 2 31 4 6 13 69
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 2 4 7 157
Strategic groups in Polish banking sector and financial stability 0 0 0 190 2 2 3 733
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 2 6 44
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 0 1 4 193
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 1 4 225
Total Working Papers 0 1 11 1,457 35 62 157 4,712

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 0 0 4 73 0 2 9 288
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 0 4 71
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 1 1 2 12 2 2 5 40
How did the Greek credit event impact the credit default swap market? 0 1 1 35 1 6 8 155
Interconnected banks and systemically important exposures 0 0 1 13 3 4 11 44
Modelling the emergence of the interbank networks 0 0 2 41 2 3 7 141
Resilience of Canadian banks to funding liquidity shocks 0 1 2 18 1 9 10 53
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 0 7 2 2 5 25
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 1 325
System-wide implications of funding risk 0 0 2 37 1 2 7 101
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 1 1 3 77
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 3 4 13 323
The systemic implications of bail-in: A multi-layered network approach 0 1 2 50 2 7 9 300
Total Journal Articles 1 4 18 507 18 42 92 2,053

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Statistics updated 2025-12-06