We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers are broken down by key instruments and maturities as well as the secured nature of the transaction. This paper utilizes a unique dataset of banking sector crossholdings of...

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers are broken down by key instruments and maturities as well as the secured nature of the transaction. This paper utilizes a unique dataset of banking sector crossholdings of...

The Consolidated Banking Data (CBD) are a key component of the ECB/ESCB statistical toolbox for financial stability analysis. This dataset, which contains all the relevant dimensions of systemic risk stemming from and affecting national banking systems, is compiled from firm-level supervisory...

The Consolidated Banking Data (CBD) are a key component of the ECB/ESCB statistical toolbox for financial stability analysis. This dataset, which contains all the relevant dimensions of systemic risk stemming from and affecting national banking systems, is compiled from firm-level supervisory...

Целью статьи является разработка методического подхода к оценке уровня финансовой устойчивости банковской системы, позволяющего выявить тенденции роста...

This study determines the modern approaches to the implementation of monetary policy and regulation of financial systems. Set of measures to prevent and overcome the financial crisis is grounded taking into consideration different areas of research and the IMF (Poole W., 2010; Roger S., 2010). New...

The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set...

This study determines the modern approaches to the implementation of monetary policy and regulation of financial systems. Set of measures to prevent and overcome the financial crisis is grounded taking into consideration different areas of research and the IMF. New tasks of monetary policy in...