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Publications

by members of

European Commission → European Systemic Risk Board

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Bourke, Katie & Rice, Jonathan, 2026, "Tracing energy shocks through the Irish supply chain: A new monitoring framework," Central Bank Staff Insights, Central Bank of Ireland, number 7/SI/26, Jul.
  2. Sánchez Serrano, Antonio, 2026, "Sectoral interconnectedness in the euro area economies: insights from network analysis," Working Paper Series, European Central Bank, number 3223, May.

2025

  1. Rice, Jonathan & Guerrini, Giulia Maria, 2025, "Riding the rate wave: interest rate and run risks in euro area banks during the 2022-2023 monetary cycle," Working Paper Series, European Central Bank, number 3090, Aug.
  2. Cecchetti, Stephen G. & Lumsdaine, Robin L. & Peltonen, Tuomas & Sánchez Serrano, Antonio, 2025, "Artificial intelligence and systemic risk," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 16, Dec.
  3. Sánchez Serrano, Antonio, 2025, "Three extensions of the map of the euro area financial system," ESRB Occasional Paper Series, European Systemic Risk Board, number 27, Aug.

2024

  1. Beck, Thorsten & Ioannidou, Vasso & Perotti, Enrico & Sánchez Serrano, Antonio & Suarez, Javier & Vives, Xavier, 2024, "Addressing banks’ vulnerability to deposit runs: revisiting the facts, arguments and policy options," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 15, Aug.
  2. Sánchez Serrano, Antonio & Andersen, Isabel, 2024, "A map of the euro area financial system," ESRB Occasional Paper Series, European Systemic Risk Board, number 26, Aug.

2023

  1. Buiter, Willem & Cecchetti, Stephen & Dominguez, Kathryn & Sánchez Serrano, Antonio, 2023, "Stabilising financial markets: lending and market making as a last resort," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 13, Jan.
  2. Beck, Thorsten & Peltonen, Tuomas & Perotti, Enrico & Sánchez Serrano, Antonio & Suarez, Javier, 2023, "Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 14, Jun.

2022

  1. Lyons, Paul & Rice, Jonathan, 2022, "Risk Weights on Irish Mortgages," Financial Stability Notes, Central Bank of Ireland, number 1/FS/22, Feb.
  2. Lyons, Paul & Rice, Jonathan, 2022, "Risk Weights on Non-Financial Corporate Lending by Irish Retail Banks," Financial Stability Notes, Central Bank of Ireland, number 4/FS/22, Jun.
  3. Morell, Joe & Rice, Jonathan & Shaw, Frances, 2022, "A Framework for Macroprudential Stress Testing," Research Technical Papers, Central Bank of Ireland, number 7/RT/22, Nov.
  4. Beck, Thorsten & Cecchetti, Stephen G. & Grothe, Magdalena & Kemp, Malcolm & Pelizzon, Loriana & Sánchez Serrano, Antonio, 2022, "Will video kill the radio star? Digitalisation and the future of banking," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 12, Jan.

2021

  1. Bianchi, Benedetta, 2021, "Cross-border credit derivatives linkages," ESRB Working Paper Series, European Systemic Risk Board, number 115, Mar.
  2. Kelly, Jane & Lyons, Paul & O'Brien, Eoghan & Rice, Jonathan, 2021, "Irish Mortgage Payment Breaks – Extensions and Expirations," Financial Stability Notes, Central Bank of Ireland, number 7/FS/21, Jul.

2020

  1. Bianchi, Benedetta & Galstyan, Vahagn & Herzberg, Valerie, 2020, "Global Risk and Portfolio Flows to Emerging Markets: Evidence from Irish-Resident Investment Funds," Research Technical Papers, Central Bank of Ireland, number 13/RT/20, Dec.
  2. Rice, Jonathan, 2020, "Economic Policy Uncertainty in Small Open Economies: a Case Study in Ireland," Research Technical Papers, Central Bank of Ireland, number 01/RT/20, Jan.
  3. Jonathan Rice, 2020, "Policy Uncertainty Shocks and Small Open Economies in Monetary Union: a Case Study of Ireland," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1020, Jan.
  4. Beck, Thorsten & Buiter, Willem & Dominguez, Kathryn & Gros, Daniel & Gross, Christian & Kalemli-Ozcan, Sebnem & Peltonen, Tuomas & Sánchez Serrano, Antonio & Portes, Richard, 2020, "The global dimensions of macroprudential policy," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 10, Feb.
  5. Sánchez Serrano, Antonio & Peltonen, Tuomas, 2020, "Pension schemes in the European Union: challenges and implications from macroeconomic and financial stability perspectives," ESRB Occasional Paper Series, European Systemic Risk Board, number 17, Jul.

2019

  1. Bianchi, Benedetta, 2019, "The role of country factors in the 2018 EBA stress test," Financial Stability Notes, Central Bank of Ireland, number 1/FS/19, Feb.
  2. Gai, Prasanna & Kemp, Malcolm & Sánchez Serrano, Antonio & Schnabel, Isabel, 2019, "Regulatory complexity and the quest for robust regulation," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 8, Jun.
  3. Pagano, Marco & Sánchez Serrano, Antonio & Zechner, Jozef, 2019, "Can ETFs contribute to systemic risk?," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 9, Jun.

2018

  1. Bianchi, Benedetta, 2018, "Structural credit ratios," ESRB Working Paper Series, European Systemic Risk Board, number 85, Oct.
  2. Byrne, Stephen & Rice, Jonathan, 2018, "Non-Tariff Barriers and Goods Trade: a Brexit Impact Analysis," Research Technical Papers, Central Bank of Ireland, number 6/RT/18, May.
  3. Suarez, Javier & Sánchez Serrano, Antonio, 2018, "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 7, Oct.

2017

  1. Reddan, Paul & Rice, Jonathan, 2017, "Exchange Rate Pass-Through to Domestic Prices," Economic Letters, Central Bank of Ireland, number 08/EL/17, Jul.
  2. O'Grady, Michael & Rice, Jonathan & Walsh, Graeme, 2017, "Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland," Research Technical Papers, Central Bank of Ireland, number 09/RT/17, Nov.
  3. Lepers, Etienne & Sánchez Serrano, Antonio, 2017, "Decomposing financial (in)stability in emerging economies," ESRB Working Paper Series, European Systemic Risk Board, number 39, Mar.

2013

  1. Alves, Iván & Ferrari, Stijn & Franchini, Pietro & Héam, Jean-Cyprien & Jurca, Pavol & Langfield, Sam & Laviola, Sebastiano & Liedorp, Franka & Sánchez Serrano, Antonio & Tavolaro, Santiago & Vuilleme, 2013, "The structure and resilience of the European interbank market," ESRB Occasional Paper Series, European Systemic Risk Board, number 3, Sep.

Journal articles

2026

  1. Rice, Jonathan, 2026, "The macroeconomics of AI capacity: insights from a two-asset growth model," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-22, January.
  2. Rice, Jonathan & Guerrini, Giulia Maria, 2026, "Riding the rate wave: Interest rate and run risks in euro area banks during the 2022–2023 monetary cycle," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103444.

2025

  1. Antonio Sánchez Serrano, 2025, "A map of the Spanish financial system: A tool for analysing interconnectedness and stress transmission channels," Financial Stability Review, Banco de España, issue Spring.
  2. Sánchez Serrano, Antonio, 2025, "Banks in an environment of higher interest rates," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 4, DOI: 10.1016/j.latcb.2024.100158.

2023

  1. Jonathan Rice, 2023, "Economic Policy Uncertainty Shocks in Small Open Economies: A Case Study of Ireland," The Economic and Social Review, Economic and Social Studies, volume 54, issue 4, pages 217-245.

2022

  1. Thorsten Beck & Antonio Sánchez, 2022, "Digitalisation and banking: new risks and three scenarios for the European banking system of the future," Financial Stability Review, Banco de España, issue Spring.
  2. Sánchez Serrano, Antonio, 2022, "Loan renegotiation and the long-term impact on total factor productivity," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 4, DOI: 10.1016/j.latcb.2022.100074.
  3. Sanchez Serrano, Antonio, 2022, "From Lost Turnover to Nonperforming Loans: The Impact of the COVID-19 Pandemic on the Economy and on the Financial System," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 99-164, April.

2021

  1. Sánchez Serrano, Antonio, 2021, "The impact of non-performing loans on bank lending in Europe: An empirical analysis," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101312.

2020

  1. Lepers, Etienne & Sánchez Serrano, Antonio, 2020, "Decomposing financial (in)stability in emerging economies," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101068.
  2. Sánchez Serrano Antonio, 2020, "High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies," Review of Economics, De Gruyter, volume 71, issue 3, pages 169-195, December, DOI: 10.1515/roe-2020-0028.

2019

  1. Marisa Basten & Antonio Sánchez Serrano, 2019, "European banks after the global financial crisis: a new landscape," Journal of Banking Regulation, Palgrave Macmillan, volume 20, issue 1, pages 51-73, March, DOI: 10.1057/s41261-018-0066-3.

2018

  1. Antonio Sánchez Serrano, 2018, "Financial stability consequences of the expected credit loss model in IFRS 9," Financial Stability Review, Banco de España, issue Spring.
  2. Antonio Sánchez Serrano, 2018, "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 24-51, May.

2016

  1. Benedetta Bianchi, 2016, "Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis," Open Economies Review, Springer, volume 27, issue 3, pages 471-493, July, DOI: 10.1007/s11079-015-9382-8.

Chapters

2022

  1. Magdalena Grothe & Antonio Sánchez Serrano, 2022, "Two Questions on the Banking Sector After the Pandemic Hit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".

2020

  1. Benedetta Bianchi & Giovanna Bua, 2020, "Foreign exchange derivatives and currency mismatch in Irish investment funds," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?".

2017

  1. Angela Armakolla & Benedetta Bianchi, 2017, "The European central counterparty (CCP) ecosystem," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data needs and Statistics compilation for macroprudential analysis".

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