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Market risk SREP methodology
European Central Bank - 2024
Persistent link: https://www.econbiz.de/10015322343
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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
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Market risk SREP methodology : market risk in SREP
European Central Bank - 2023
Persistent link: https://www.econbiz.de/10015278797
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Market risk SREP methodology : market risk in SREP
European Central Bank - 2023
Persistent link: https://www.econbiz.de/10015280272
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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
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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
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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
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Inattention to rare events : No 1841 / August 2015
Maćkowiak, Bartosz (contributor);  … - European Central Bank - 2015
European sovereign debt crisis, and the Fukushima nuclear accident. These events have in common that key decision-makers were …
Persistent link: https://www.econbiz.de/10015298419
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Labour supply and incentives to work in Europe
Gómez Salvador, Ramón (contributor) - What explains the pattern of labour supply in Europe … - 2005
Labour Supply and Incentives to Work in Europe highlights recent developments in the labour supply in Europe and gives …pt. 1. Incentives to work -- pt. 2. Factors affecting labour force participation -- pt. 3. New forms of employment …
Persistent link: https://www.econbiz.de/10011851054
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Operational & ICT risk SREP methodology
European Central Bank - 2024
Persistent link: https://www.econbiz.de/10015322238