Erscheinungsjahr | Titel | Autor:innen |
2017 | Capital and liquidity buffers and the resilience of the banking system in the euro area | Budnik, Katarzyna; Bochmann, Paul |
2018 | Systemic liquidity concept, measurement and macroprudential instruments | Budnik, Katarzyna; Couaillier, Cyril; Duijm, Patty; Faykiss, Peter; Gajewski, Krzysztof; Holtorf, Claudia; Izquierdo Rios, Laura; Koban, Anne; Kok, Christoffer; Laliotis, Dimitrios; Lamas, Matías; Lialiouti, Georgia; Loehe, Sebastian; Marques, Aurea; Matos, Joana; Meller, Barbara; Melo, Ana Sofia; Moldovan, Iulia; Morão, Alexandra; Pereira, Ana; Pessarossi, Pierre; Roling, Christoph; Rutkauskas, Virgilijus; Schmitz, Stefan; Silbermann, Leonid; Szakacs, Janos; Tissari, Päivi; Ubl, Eva; Di Virgilio, Domenica; Vlachogiannakis, Nikolaos; Bonner, Clemens; Wedow, Michael; ECB Task Force on Systemic Liquidity |
2018 | Macroprudential regulation in the European Union in 1995-2014: Introducing a new data set on policy actions of a macroprudential nature | Budnik, Katarzyna; Kleibl, Johannes |
2019 | The benefits and costs of adjusting bank capitalisation: Evidence from euro area countries | Budnik, Katarzyna; Affinito, Massimiliano; Barbic, Gaia; Ben Hadj, Saiffedine; Chretien, Edouard; Dewachter, Hans; González, Clara I.; Hu, Jenny; Jantunen, Lauri; Jimborean, Ramona; Manninen, Otso; Martinho, Ricardo; Mencía, Javier; Mousarri, Elena; Naruševičius, Laurynas; Nicoletti, Giulio; O'Grady, Michael; Ozsahin, Selcuk; Pereira, Ana Regina; Rivera-Rozo, Jairo; Trikoupis, Constantinos; Venditti, Fabrizio; Velasco, Sofia |
2019 | Macroprudential stress test of the euro area banking system | Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan; Groß, Johannes; Hansen, Ib; Kleemann, Michael; Sanna, Francesco; Sarychev, Andrei; Siņenko, Nadežda; Volk, Matjaz; di Iasio, Giovanni |
2020 | Identifying SVARs from sparse narrative instruments: Dynamic effects of U.S. macroprudential policies | Budnik, Katarzyna; Rünstler, Gerhard |
2020 | Banking euro area stress test model | Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan; Groß, Johannes; Kleemann, Michael; Reichenbachas, Tomas; Sannà, Francesco; Sarychev, Andrei; Siņenko, Nadežda; Volk, Matjaz |
2020 | The effect of macroprudential policies on credit developments in Europe 1995-2017 | Budnik, Katarzyna |
2021 | Policies in support of lending following the coronavirus (COVID-19) pandemic | Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; Jancoková, Martina; Lampe, Max; Sorvillo, Bianca; Stular, Anze; Volk, Matjaz |
2021 | The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area | Budnik, Katarzyna; Dimitrov, Ivan; Giglio, Carla; Groß, Johannes; Lampe, Max; Sarychev, Andrei; Tarbé, Matthieu; Vagliano, Gianluca; Volk, Matjaz |
2022 | Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model | Boucherie, Louis; Budnik, Katarzyna; Panos, Jiri |
2022 | The economic impact of the NPL coverage expectations in the euro area | Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; Kusmierczyk, Piotr; Lampe, Max; Vagliano, Gianluca; Volk, Matjaz |
2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies | Budnik, Katarzyna; Groß, Johannes; Vagliano, Gianluca; Dimitrov, Ivan; Lampe, Max; Panos, Jiri; Velasco, Sofia; Boucherie, Louis; Jancoková, Martina |
2024 | Stress testing with multiple scenarios: A tale on tails and reverse stress scenarios | Aikman, David; Angotti, Romain; Budnik, Katarzyna |
2024 | Advancements in stress-testing methodologies for financial stability applications | Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, Saifeddine; Georgescu, Oana-Maria; Giglio, Carla; Grassi, Alberto; Durrani, Agha; Figueres, Juan Manuel; Konietschke, Paul; Le Grand, Catherine; Metzler, Julian; Ortl, Aljosa; Población García, Javier; Shaw, Frances; Trachana, Zoe; Chalf, Yasmine; Groß, Johannes; Sydow, Matthias; Franch, Fabio |