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 5 131 4 10 23 499
Agent-based model of system-wide implications of funding risk 0 0 3 48 1 3 10 203
Assessing interbank contagion using simulated networks 0 0 2 130 0 1 4 350
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 155 1 2 4 252
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 0 5 5 2 5 18 18
Dynamic balance sheet model with liquidity risk 0 0 1 75 0 2 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 0 1 4 139
Interconnected banks and systemically important exposures 0 0 2 49 0 0 3 163
Modeling emergence of the interbank networks 0 0 0 124 0 1 2 273
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 0 1 1 235
Simulating fire sales in a system of banks and asset managers 1 1 1 30 1 2 6 59
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 1 2 2 152
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 1 2 4 40
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 75 0 1 3 190
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 0 1 221
Total Working Papers 1 2 25 1,450 11 33 100 4,592

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 1 2 70 0 2 6 282
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 1 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 0 1 6 149
Interconnected banks and systemically important exposures 0 0 0 12 1 1 5 34
Modelling the emergence of the interbank networks 0 0 3 39 0 0 5 134
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 1 7 0 0 4 21
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 2 324
System-wide implications of funding risk 0 0 7 36 0 1 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 0 1 1 60 1 4 10 314
The systemic implications of bail-in: A multi-layered network approach 0 0 0 48 0 1 6 292
Total Journal Articles 0 2 19 492 2 13 71 1,980

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Statistics updated 2025-04-04