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Inattention to rare events : No 1841 / August 2015

Maćkowiak, Bartosz (contributor); … - European Central Bank - 2015

The world recently experienced several rare events with disastrous consequences: the global financial crisis, the European sovereign debt crisis, and the Fukushima nuclear accident. These events have in common that key decision-makers were unprepared for them, which aggravated these events. We...

Persistent link: https://www.econbiz.de/10015298419

Market risk SREP methodology

European Central Bank - 2024

Persistent link: https://www.econbiz.de/10015322343

Rollover risk, liquidity, and macro-prudential regulation : N°1667, April 2014

Ahnert, Toni (contributor) - European Central Bank - 2014

I study rollover risk in the wholesale funding market when intermediaries can hold liquidity ex-ante and are subject to …

Persistent link: https://www.econbiz.de/10015301809

Market risk SREP methodology : market risk in SREP

European Central Bank - 2023

Persistent link: https://www.econbiz.de/10015278797

Market risk SREP methodology : market risk in SREP

European Central Bank - 2023

Persistent link: https://www.econbiz.de/10015280272

Geopolitical risk shocks : when the size matters

Brignone, Davide (contributor); Gambetti, Luca (contributor) - European Central Bank - 2024

In this paper, we investigate the presence of non-linearities in the transmission of geopolitical risk (GPR) shocks …

Persistent link: https://www.econbiz.de/10015275019

Macro uncertainty, unemployment risk, and consumption dynamics

Oh, Joonseok (contributor); … - European Central Bank - 2024

, being subject to higher unemployment risk, contract consumption more in response to heightened uncertainty, and ﬁrms that …

Persistent link: https://www.econbiz.de/10015275151

Uncertainty shocks, banking frictions and economic activity : N° 1825 / July 2015

Bonciani, Dario (contributor); Roye, Björn van (contributor) - European Central Bank - 2015

In this paper we investigate the effects of uncertainty shocks on economic activity in the euro area by using a Dynamic Stochastic General Equilibrium (DSGE) model with heterogenous agents and a stylized banking sector. We show that frictions in credit supply amplify the effects of uncertainty...

Persistent link: https://www.econbiz.de/10015298353

Towards a European system for natural catastrophe risk management : the possible role of European solutions in reducing the impact of natural catastrophes stemming from climate cha...

European Central Bank; European Insurance and … - 2024

widen further due to the increasing risk posed by climate change. Europe is the fastest-warming continent in the world and … increasing climate risk is likely to have implications for both the supply of and demand for insurance if no relevant measures … unpredictability of these events, which may prompt insurers to stop offering catastrophe insurance in high-risk areas. At the same time …

Persistent link: https://www.econbiz.de/10015322330

Monetary policy, macroprudential policy and financial stability

Laeven, Luc (contributor); Maddaloni, Angela (contributor); … - European Central Bank - 2023

Recent research developed under the ECB research task force on Monetary Policy, Macroprudential Policy and Financial Stability highlights the existence of trade-offs and spillovers that monetary policy and macroprudential authorities face when deciding on their policy interventions. Monetary...

Persistent link: https://www.econbiz.de/10015322522