Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
Accounting for debt service: The painful legacy of credit booms |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
89 |
Accounting for debt service: the painful legacy of credit booms |
0 |
1 |
3 |
54 |
1 |
2 |
7 |
131 |
An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
2 |
161 |
0 |
0 |
6 |
420 |
An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
1 |
310 |
0 |
1 |
4 |
764 |
Anchoring countercyclical capital buffers: the role of credit aggregates |
0 |
0 |
1 |
145 |
0 |
2 |
10 |
614 |
Buffering Covid-19 losses - the role of prudential policy |
0 |
0 |
5 |
155 |
0 |
2 |
15 |
400 |
Central bank bond purchases in emerging market economies |
2 |
2 |
7 |
149 |
2 |
5 |
24 |
342 |
Characterising the financial cycle: don't lose sight of the medium term! |
1 |
8 |
28 |
616 |
7 |
18 |
99 |
1,866 |
Countercyclical capital buffers: exploring options |
1 |
1 |
5 |
191 |
3 |
4 |
15 |
532 |
Debt Service: The Painful Legacy of Credit Booms |
0 |
0 |
0 |
54 |
0 |
2 |
5 |
125 |
Evaluating early warning indicators of banking crises: Satisfying policy requirements |
0 |
1 |
5 |
168 |
0 |
2 |
15 |
597 |
Funding liquidity risk: definition and measurement |
0 |
0 |
4 |
187 |
0 |
1 |
9 |
1,095 |
Funding liquidity risk: definition and measurement |
0 |
1 |
9 |
346 |
0 |
3 |
26 |
1,622 |
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms |
0 |
1 |
5 |
87 |
0 |
1 |
10 |
181 |
Going with the flows: New borrowing, debt service and the transmission of credit booms |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
92 |
Herding With and Without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
116 |
0 |
0 |
2 |
465 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
559 |
0 |
0 |
0 |
1,480 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
209 |
0 |
1 |
3 |
762 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
469 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
481 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
151 |
0 |
0 |
1 |
448 |
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
90 |
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
1 |
1 |
171 |
1 |
2 |
3 |
621 |
Herding with and without Payoff Externalities - An Internet Experiment |
0 |
0 |
1 |
174 |
0 |
0 |
3 |
557 |
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets |
0 |
0 |
3 |
685 |
0 |
0 |
7 |
1,803 |
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
309 |
Leverage dynamics and the burden of debt |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
114 |
Leverage dynamics and the real burden of debt |
0 |
0 |
0 |
77 |
0 |
1 |
7 |
249 |
Liquidity risk, cash-flow constraints and systemic feedbacks |
0 |
0 |
2 |
71 |
0 |
0 |
5 |
201 |
Long-term debt propagation and real reversals |
0 |
1 |
4 |
16 |
0 |
1 |
14 |
21 |
Long-term debt propagation and real reversals |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
9 |
Long-term debt propagation and real reversals |
0 |
1 |
1 |
2 |
0 |
1 |
2 |
4 |
Measuring the systemic importance of interconnected banks |
0 |
0 |
2 |
216 |
0 |
0 |
5 |
529 |
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates |
0 |
0 |
1 |
59 |
0 |
0 |
4 |
209 |
Monetary policy, the financial cycle and ultra-low interest rates |
0 |
0 |
2 |
158 |
0 |
0 |
9 |
301 |
Monetary policy, the financial cycle and ultralow interest rates |
0 |
0 |
0 |
166 |
0 |
1 |
3 |
251 |
Predicting recessions: financial cycle versus term spread |
0 |
1 |
5 |
107 |
1 |
2 |
8 |
173 |
Stress-testing macro stress testing: does it live up to expectations? |
0 |
0 |
1 |
160 |
0 |
1 |
6 |
572 |
The Holt-Winters filter and the one-sided HP filter: A close correspondence |
1 |
1 |
2 |
21 |
2 |
2 |
6 |
19 |
The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
19 |
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective |
0 |
0 |
0 |
794 |
1 |
2 |
3 |
2,490 |
The scarring effects of deep contractions |
0 |
1 |
4 |
40 |
0 |
2 |
14 |
39 |
The scarring effects of deep contractions |
0 |
0 |
3 |
25 |
0 |
1 |
7 |
43 |
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences |
0 |
1 |
5 |
79 |
0 |
2 |
17 |
337 |
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences |
0 |
0 |
0 |
207 |
1 |
1 |
8 |
592 |
Which credit gap is better at predicting financial crises? A comparison of univariate filters |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
92 |
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps |
0 |
1 |
2 |
102 |
0 |
2 |
18 |
265 |
Will an optimal deposit insurance always increase financial stability? |
0 |
0 |
2 |
182 |
0 |
0 |
3 |
426 |
Total Working Papers |
5 |
23 |
117 |
7,784 |
20 |
66 |
418 |
23,310 |