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 |
0 |
89 |
Accounting for debt service: the painful legacy of credit booms |
0 |
0 |
1 |
54 |
0 |
1 |
5 |
134 |
Aggregate Debt Servicing and the Limit on Private Credit |
1 |
2 |
21 |
21 |
1 |
3 |
14 |
14 |
An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
1 |
162 |
0 |
1 |
3 |
423 |
An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
0 |
310 |
0 |
1 |
4 |
767 |
Anchoring countercyclical capital buffers: the role of credit aggregates |
0 |
0 |
0 |
145 |
1 |
1 |
7 |
619 |
Buffering Covid-19 losses - the role of prudential policy |
0 |
0 |
5 |
160 |
3 |
6 |
19 |
417 |
Central bank bond purchases in emerging market economies |
2 |
2 |
6 |
153 |
5 |
8 |
25 |
362 |
Characterising the financial cycle: don't lose sight of the medium term! |
3 |
6 |
23 |
631 |
8 |
15 |
99 |
1,947 |
Countercyclical capital buffers: exploring options |
1 |
1 |
8 |
198 |
1 |
1 |
16 |
544 |
Debt Service: The Painful Legacy of Credit Booms |
0 |
0 |
1 |
55 |
0 |
0 |
4 |
127 |
Evaluating early warning indicators of banking crises: Satisfying policy requirements |
0 |
0 |
3 |
170 |
3 |
3 |
11 |
606 |
Funding liquidity risk: definition and measurement |
1 |
4 |
10 |
355 |
5 |
10 |
29 |
1,648 |
Funding liquidity risk: definition and measurement |
0 |
0 |
0 |
187 |
0 |
0 |
5 |
1,099 |
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
183 |
Going with the flows: New borrowing, debt service and the transmission of credit booms |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
93 |
Herding With and Without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
116 |
0 |
1 |
3 |
468 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
559 |
1 |
1 |
1 |
1,481 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
209 |
1 |
3 |
4 |
765 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
151 |
0 |
1 |
2 |
450 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
133 |
0 |
1 |
3 |
484 |
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
469 |
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
1 |
171 |
0 |
1 |
4 |
623 |
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
90 |
Herding with and without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
174 |
0 |
0 |
1 |
558 |
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets |
1 |
2 |
3 |
688 |
1 |
4 |
6 |
1,809 |
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 |
2 |
116 |
Leverage dynamics and the real burden of debt |
0 |
0 |
0 |
77 |
0 |
1 |
7 |
255 |
Liquidity risk, cash-flow constraints and systemic feedbacks |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
203 |
Long-term debt propagation and real reversals |
0 |
0 |
2 |
17 |
2 |
2 |
9 |
29 |
Long-term debt propagation and real reversals |
0 |
0 |
3 |
4 |
13 |
14 |
21 |
24 |
Long-term debt propagation and real reversals |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
11 |
Measuring the systemic importance of interconnected banks |
0 |
0 |
0 |
216 |
0 |
0 |
2 |
531 |
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
212 |
Monetary policy, the financial cycle and ultra-low interest rates |
0 |
0 |
1 |
159 |
0 |
0 |
6 |
307 |
Monetary policy, the financial cycle and ultralow interest rates |
0 |
1 |
3 |
169 |
0 |
1 |
6 |
256 |
Predicting recessions: financial cycle versus term spread |
0 |
1 |
3 |
109 |
0 |
2 |
11 |
182 |
Stress-testing macro stress testing: does it live up to expectations? |
0 |
0 |
0 |
160 |
0 |
1 |
4 |
575 |
The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
1 |
21 |
0 |
0 |
8 |
25 |
The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
4 |
19 |
0 |
0 |
5 |
24 |
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective |
0 |
0 |
0 |
794 |
0 |
0 |
4 |
2,492 |
The scarring effects of deep contractions |
1 |
1 |
2 |
27 |
1 |
1 |
3 |
45 |
The scarring effects of deep contractions |
0 |
0 |
3 |
42 |
2 |
5 |
16 |
53 |
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences |
0 |
0 |
4 |
82 |
1 |
6 |
18 |
353 |
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences |
0 |
0 |
4 |
211 |
0 |
0 |
8 |
599 |
Which credit gap is better at predicting financial crises? A comparison of univariate filters |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
94 |
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps |
1 |
1 |
3 |
104 |
3 |
7 |
16 |
279 |
Will an optimal deposit insurance always increase financial stability? |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
426 |
Total Working Papers |
11 |
21 |
117 |
7,878 |
53 |
104 |
425 |
23,669 |