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 1 4 132 1 5 26 509
Agent-based model of system-wide implications of funding risk 0 0 1 49 0 0 8 205
Assessing interbank contagion using simulated networks 0 0 0 130 2 4 7 355
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 0 0 3 253
COVID and Financial Stability: Practice Ahead of Theory 0 0 2 18 0 1 3 22
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 1 1 445
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 2 5 0 2 14 22
Dynamic balance sheet model with liquidity risk 0 0 1 75 2 5 11 293
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 2 3 3 41
Interconnected Banks and Systemically Important Exposures 0 0 0 36 2 3 5 143
Interconnected banks and systemically important exposures 0 0 1 49 0 3 6 168
Modeling emergence of the interbank networks 0 1 1 125 0 2 3 275
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 1 101 0 0 2 279
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 1 2 31 1 2 9 63
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 0 1 3 153
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 0 1 731
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 1 4 42
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 1 1 3 192
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 1 4 224
Total Working Papers 0 3 17 1,456 12 35 117 4,650

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 2 4 73 0 3 7 286
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 2 6 71
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 2 11 0 0 5 38
How did the Greek credit event impact the credit default swap market? 0 0 0 34 0 0 2 149
Interconnected banks and systemically important exposures 0 1 1 13 1 4 8 40
Modelling the emergence of the interbank networks 0 2 2 41 0 4 5 138
Resilience of Canadian banks to funding liquidity shocks 0 1 3 17 0 1 4 44
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 0 1 3 23
Strategic Groups and Banks’ Performance 0 0 0 96 1 1 3 325
System-wide implications of funding risk 0 1 2 37 0 2 5 99
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 1 1 19 0 1 3 76
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 2 3 13 319
The systemic implications of bail-in: A multi-layered network approach 0 0 1 49 0 0 6 293
Total Journal Articles 0 8 17 503 4 22 70 2,011

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Statistics updated 2025-09-05