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Adrien Amzallag

Personal Details

First Name:Adrien
Middle Name:
Last Name:Amzallag
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RePEc Short-ID:pam117
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Amzallag, Adrien & Calza, Alessandro & Georgarakos, Dimitris & Sousa, João, 2019. "Monetary policy transmission to mortgages in a negative interest rate environment," Working Paper Series 2243, European Central Bank.
  2. Amzallag, Adrien & Blau, Maximilian L., 2017. "Tracing European structured finance counterparty networks," Occasional Paper Series 199, European Central Bank.
  3. Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014. "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series 154, European Central Bank.
  4. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.

Articles

  1. Amzallag, Adrien, 2022. "Fund portfolio networks: A climate risk perspective," International Review of Financial Analysis, Elsevier, vol. 84(C).

Chapters

  1. Adrien Amzallag, 2023. "54,000 PRIIPs KIDs - how to read them (all)," Chapters, in: Riccardo Viale & Shabnam Mousavi & Umberto Filotto & Barbara Alemanni (ed.), Artificial Intelligence and Financial Behaviour, chapter 12, pages 215-239, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Amzallag, Adrien & Calza, Alessandro & Georgarakos, Dimitris & Sousa, João, 2019. "Monetary policy transmission to mortgages in a negative interest rate environment," Working Paper Series 2243, European Central Bank.

    Cited by:

    1. Aleksander Berentsen & Hugo van Buggenum & Romina Ruprecht, 2020. "On the negatives of negative interest rates and the positives of exemption thresholds," ECON - Working Papers 372, Department of Economics - University of Zurich.
    2. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    3. Mauricio Ulate, 2020. "Alternative Models of Interest Rate Pass-Through in Normal and Negative Territory," Working Paper Series 2020-31, Federal Reserve Bank of San Francisco.
    4. Grégory LEVIEUGE & Jean-Guillaume SAHUC, 2020. "Monetary policy transmission with downward interest rate rigidity," LEO Working Papers / DR LEO 2744, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    5. Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021. "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 350-364.
    6. Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers rdp2022-08, Reserve Bank of Australia.
    7. Grégory Levieuge & Jean-Guillaume Sahuc, 2021. "Downward Interest Rate Rigidity," Working papers 828, Banque de France.
    8. Dr. Romain Baeriswyl & Dr. Lucas Marc Fuhrer & Dr. Petra Gerlach & Dr. Jörn Tenhofen, 2021. "The dynamics of bank rates in a negative-rate environment - the Swiss case," Working Papers 2021-05, Swiss National Bank.
    9. Felici, Marco & Kenny, Geoff & Friz, Roberta, 2023. "Consumer savings behaviour at low and negative interest rates," European Economic Review, Elsevier, vol. 157(C).
    10. Joscha Beckmann & Klaus-Jürgen Gern & Nils Jannsen, 2022. "Should they stay or should they go? Negative interest rate policies under review," International Economics and Economic Policy, Springer, vol. 19(4), pages 885-912, October.
    11. Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," Working Paper Series 2018-7, Federal Reserve Bank of San Francisco.
    12. Girotti Mattia & Horny Guillaume & Sahuc Jean-Guillaume, 2022. "Lost in Negative Territory? Search for Yield!," Working papers 877, Banque de France.
    13. Kwan, Simon H. & Ulate, Mauricio & Voutilainen, Ville, 2023. "The transmission of negative nominal interest rates in Finland," Bank of Finland Research Discussion Papers 6/2023, Bank of Finland.
    14. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    15. Marcel Barmeier, 2022. "The new normal: bank lending and negative interest rates in Austria (Marcel Barmeier)," Working Papers 242, Oesterreichische Nationalbank (Austrian Central Bank).
    16. Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
    17. Sá, Ana Isabel & Jorge, José, 2019. "Does the deposits channel work under a low interest rate environment?," Economics Letters, Elsevier, vol. 185(C).
    18. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    19. Jorien Freriks & Jan Kakes, 2021. "Bank interest rate margins in a negative interest rate environment," Working Papers 721, DNB.

  2. Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014. "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series 154, European Central Bank.

    Cited by:

    1. van Riet, Ad, 2016. "Government Funding Privileges in European Financial Law : Making Public Debt Everybody's Favourite?," Other publications TiSEM b1290139-3e4e-4a2d-a783-9, Tilburg University, School of Economics and Management.
    2. Roel Beetsma & Siert Vos & Christiaan Wanningen, 2017. "Systemic Aspects of Pension Funds and the Role of Supervision," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(04), pages 54-67, January.

  3. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.

    Cited by:

    1. Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022. "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
    2. Roncoroni, Alan & Battiston, Stefano & Escobar-Farfán, Luis O.L. & Martinez-Jaramillo, Serafin, 2021. "Climate risk and financial stability in the network of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 54(C).
    3. Helder Rojas & David Dias, 2018. "Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing," Papers 1809.07401, arXiv.org, revised May 2019.
    4. Szybisz, Martin Andres, 2019. "Interactions between Credit and Market Risk, Diversification vs Compounding effects," MPRA Paper 93173, University Library of Munich, Germany.
    5. Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015. "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers 23/2015, Deutsche Bundesbank.
    6. Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo, 2019. "Macro stress testing euro area banks’ fees and commissions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 97-119.
    7. Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk, 2018. "Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 60-83, December.
    8. Schoenmaker, Dirk & Reinders, Henk Jan & Van Dijk, Mathijs, 2020. "A Finance Approach to Climate Stress Testing," CEPR Discussion Papers 14609, C.E.P.R. Discussion Papers.
    9. Helder Rojas & David Dias, 2020. "Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(3), pages 353-380, May.
    10. Helder Rojas & David Dias, 2021. "Stress testing network reconstruction via graphical causal model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 37(1), pages 74-83, January.
    11. Marcin Borsuk, 2019. "Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 89-106, March.
    12. Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
    13. Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis, 2020. "A Deep Learning Approach for Dynamic Balance Sheet Stress Testing," Papers 2009.11075, arXiv.org, revised Sep 2022.
    14. Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid, 2016. "Financial fragility of euro area households," Journal of Financial Stability, Elsevier, vol. 27(C), pages 250-262.
    15. Giuseppe Montesi & Giovanni Papiro, 2018. "Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †," Risks, MDPI, vol. 6(3), pages 1-54, August.
    16. Carlos Pérez Montes & Alejandro Ferrer Pérez, 2018. "The impact of the interest rate level on bank profitability and balance sheet structure," Revista de Estabilidad Financiera, Banco de España, issue NOV.
    17. Oana-Maria Georgescu & Dimitrios Laliotis & Miha Leber & Javier Población, 2020. "A Liquidity Shortfall Analysis Framework for the European Banking Sector," Mathematics, MDPI, vol. 8(5), pages 1-15, May.
    18. Carlos Pérez Montes & Alejandro Ferrer Pérez, 2018. "The impact of the interest rate level on bank profitability and balance sheet structure," Financial Stability Review, Banco de España, issue NOV.
    19. George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
    20. T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
    21. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    22. Grigoli, Francesco & Mansilla, Mario & Saldías, Martín, 2018. "Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 130-141.
    23. Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
    24. Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
    25. Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
    26. Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
    27. Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.
    28. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
    29. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
    30. Rojas, Helder & Dias, David, 2021. "Transfer of macroeconomic shocks in stress tests modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    31. Mr. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests: Progress So Far and the Way Forward," IMF Working Papers 2015/146, International Monetary Fund.
    32. Schoenmaker, Dirk & Reinders, Henk Jan & Van Dijk, Mathijs, 2020. "Is COVID-19 a threat to financial stability in Europe?," CEPR Discussion Papers 14922, C.E.P.R. Discussion Papers.
    33. Szybisz, Martin Andres, 2018. "Banking net income and macroeconomics, from multicollinearity to Granger causality using US data," MPRA Paper 90473, University Library of Munich, Germany.
    34. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
    35. Jose Fique, 2017. "The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0," Technical Reports 111, Bank of Canada.

Articles

  1. Amzallag, Adrien, 2022. "Fund portfolio networks: A climate risk perspective," International Review of Financial Analysis, Elsevier, vol. 84(C).

    Cited by:

    1. Tristan Jourde & Kolotcholoma Kone, 2023. "The exposure of French investment funds to transition climate risks [L’exposition des fonds d’investissement français aux risques climatiques de transition]," Bulletin de la Banque de France, Banque de France, issue 248.
    2. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    3. Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
    4. Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (3) 2015-01-14 2017-11-12 2019-02-25
  2. NEP-CBA: Central Banking (2) 2015-01-19 2019-02-25
  3. NEP-MAC: Macroeconomics (2) 2015-01-19 2019-02-25
  4. NEP-AGE: Economics of Ageing (1) 2015-01-14
  5. NEP-BAN: Banking (1) 2019-02-25
  6. NEP-MON: Monetary Economics (1) 2019-02-25
  7. NEP-URE: Urban and Real Estate Economics (1) 2019-02-25

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