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Jan Hannes Lang

Citations

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Working papers

  1. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.

    Cited by:

    1. Tommaso Gasparini & Vivien Lewis & Stephane Moyen & Stefania Villa, 2026. "Risky firms and fragile banks: implications for macroprudential policy," Temi di discussione (Economic working papers) 1518, Bank of Italy, Economic Research and International Relations Area.
    2. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    3. Buchholz, Manuel & Löffler, Axel & Sigel, Patrick, 2025. "Do capital requirements and their international differences affect banks' profitability?," Discussion Papers 31/2025, Deutsche Bundesbank.
    4. Carlos Giraldo & Iader Giraldo-Salazar & Jose E. Gomez-Gonzalez & Jorge M Uribe, 2025. "The Disappearance of Bank Capital Pro-Cyclicality in Emerging and Low-Income Economies under Basel III," Documentos de trabajo 021826, FLAR.
    5. Behn, Markus & Lo Duca, Marco & Perales, Cristian, 2026. "How do macroprudential measures affect mortgage lending standards? Evidence from the ECB’s Bank Lending Survey," Working Paper Series 3190, European Central Bank.
    6. Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
    7. Manuel A. Muñoz & Frank Smets, 2025. "The positive neutral countercyclical capital buffer," Bank of England working papers 1128, Bank of England.
    8. De Nora, Giorgia & Pereira, Ana & Pirovano, Mara & Stammwitz, Florian, 2025. "From losses to buffer - calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3061, European Central Bank.
    9. Bartsch, Florian & Busies, Iulia & Emambakhsh, Tina & Grill, Michael & Simoens, Mathieu & Spaggiari, Martina & Tamburrini, Fabio, 2024. "Designing a macroprudential capital buffer for climate-related risks," Working Paper Series 2943, European Central Bank.
    10. Lang, Jan Hannes & Menno, Dominik, 2026. "A structural model of capital buffer usability," Working Paper Series 3188, European Central Bank.
    11. Maurice Bun & Eric Cuijpers, 2026. "Differentiated deleveraging: How do banks respond to capital ratios and capital requirements?," Working Papers 862, DNB.

  2. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.

    Cited by:

    1. Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Journal of International Money and Finance, Elsevier, vol. 143(C).
    2. Luca Moller, 2026. "A composite indicator of systemic risk related to the Italian financial cycle," Questioni di Economia e Finanza (Occasional Papers) 1007, Bank of Italy, Economic Research and International Relations Area.
    3. Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.

  3. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.

    Cited by:

    1. Hafemann, Lucas, 2023. "A house prices at risk approach for the German residential real estate market," Technical Papers 07/2023, Deutsche Bundesbank.
    2. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
    3. Duarte Maia & Ivan De Lorenzo Buratta, 2022. "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers w202204, Banco de Portugal, Economics and Research Department.
    4. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    5. Pagliari, Maria Sole, 2021. "LSIs’ exposures to climate change related risks: an approach to assess physical risks," Working Paper Series 2517, European Central Bank.
    6. Sarah Vella, 2025. "Constructing a country-specific indicator for cyclical systemic risk," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-63, June.
    7. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    8. Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
    9. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
    10. Duarte Maia & Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.
    11. Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025. "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3075, European Central Bank.

  4. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.

    Cited by:

    1. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    2. Drenkovska, Marija & Lenarčič, Črt, 2025. "Financial markets stress indicator for Slovenia (FIMSIS)," MPRA Paper 125551, University Library of Munich, Germany.
    3. Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
    4. Mathias Drehmann & James Yetman, 2021. "Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
    5. Hobelsberger, Karin & Kok, Christoffer & Mongelli, Francesco Paolo, 2022. "A tale of three crises: synergies between ECB tasks," Occasional Paper Series 305, European Central Bank.
    6. Varga, Katalin & Szendrei, Tibor, 2025. "Non-stationary financial risk factors and macroeconomic vulnerability for the UK," International Review of Financial Analysis, Elsevier, vol. 97(C).
    7. Hodula, Martin & Pfeifer, Lukáš & Janků, Jan, 2022. "The effect of structural risks on financial downturns," ESRB Working Paper Series 138, European Systemic Risk Board.
    8. Tibor Szendrei & Nikolett V'ag'o & Katalin Varga, 2026. "A Roof Over Risk: A House Price-at-Risk Framework for Hungary," Papers 2602.18592, arXiv.org.
    9. Elias Wolf & Frieder Mokinski & Yves Schüler, 2026. "On Adjusting the One‐Sided Hodrick–Prescott Filter," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(3), pages 919-931, April.
    10. Jakob Fiedler & Josef Ruzicka & Thomas Theobald, 2019. "The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles," IMK Working Paper 198-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    11. Martin Hodula & Jan Janku & Lukas Pfeifer, 2021. "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes 2021/03, Czech National Bank, Research and Statistics Department.
    12. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    13. Diana Žigraiová & Aitor Erce & Xu Jiang, 2020. "Quantifying risks to sovereign market access: Methods and challenges," Working Papers 42, European Stability Mechanism.
    14. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    15. Bochmann, Paul & Dieckelmann, Daniel & Fahr, Stephan & Ruzicka, Josef, 2023. "Financial stability considerations in the conduct of monetary policy," Working Paper Series 2870, European Central Bank.
    16. Petr Jakubik & Bogdan Gabriel Moinescu, 2023. "What is the optimal capital ratio implying a stable European banking system?," International Finance, Wiley Blackwell, vol. 26(3), pages 324-343, December.
    17. Diana Lima & Ivan De Lorenzo Buratta, 2025. "The vulnerability channel: assessing the impact of financial conditions on the output gap," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    18. Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," JRC Working Papers in Economics and Finance 2020-11, Joint Research Centre, European Commission.
    19. Duarte Maia & Ivan De Lorenzo Buratta, 2022. "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers w202204, Banco de Portugal, Economics and Research Department.
    20. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
    21. Diana Zigraiova & Aitor Erce, 2025. "Quantifying Risks to Sovereign Market Access," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(4), pages 1302-1364, December.
    22. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    23. Ester Faiaa & Sören Karau, 2021. "Systemic Bank Risk and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-40, December.
    24. Gjergj Legisi, 2020. "Credit-to-GDP gap: Local versus foreign currency credit," IHEID Working Papers 13-2020, Economics Section, The Graduate Institute of International Studies.
    25. Hodula, Martin & Janků, Jan & Pfeifer, Lukáš, 2023. "Macro-prudential policies to contain the effect of structural risks on financial downturns," Journal of Policy Modeling, Elsevier, vol. 45(6), pages 1204-1222.
    26. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
    27. Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
    28. Sarah Vella, 2025. "Constructing a country-specific indicator for cyclical systemic risk," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-63, June.
    29. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    30. Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    31. Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
    32. Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
    33. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    34. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    35. Anil K Kashyap, 2020. "My Reflections on the FPC's Strategy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 63-75, October.
    36. Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
    37. Tihana Skrinjaric & Maja Bukovsak, 2022. "Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 31(2), pages 541-568, december.
    38. Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
    39. Koponen, Heidi, 2024. "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review 3/2024, Bank of Finland.
    40. O'Brien, Martin & Wosser, Michael, 2022. "Assessing Structure-Related Systemic Risk in Advanced Economies," Research Technical Papers 3/RT/22, Central Bank of Ireland.
    41. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
    42. Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
    43. 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.
    44. Luca Moller, 2026. "A composite indicator of systemic risk related to the Italian financial cycle," Questioni di Economia e Finanza (Occasional Papers) 1007, Bank of Italy, Economic Research and International Relations Area.
    45. Carmen Broto & Esther Cáceres & Mariya Melnychuk, 2022. "Sectoral indicators for applying the Banco de España’s new macroprudential tools," Financial Stability Review, Banco de España, issue Spring.
    46. Duarte Maia & Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.
    47. Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025. "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3075, European Central Bank.
    48. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    49. Iwanicz-Drozdowska Małgorzata & Kurowski Łukasz, 2021. "Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances," German Economic Review, De Gruyter, vol. 22(4), pages 383-414, November.
    50. Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.
    51. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
    52. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
    53. 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.

  5. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.

    Cited by:

    1. Cyril Couaillier & Valerio Scalone, 2020. "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers 763, Banque de France.
    2. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    3. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
    4. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    5. 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.
    6. Karmelavičius, Jaunius & Mikaliūnaitė-Jouvanceau, Ieva & Petrokaitė, Austėja Petrokaitė, 2022. "Housing and credit misalignments in a two-market disequilibrium framework," ESRB Working Paper Series 135, European Systemic Risk Board.
    7. Attila Csajbok & Pervin Dadashova & Pavlo Shykin & Balazs Vonnak, 2020. "Consumer Lending in Ukraine: Estimation of the Equilibrium Level," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 4-12.
    8. Akbas, Ozan E. & Betz, Frank & Gattini, Luca, 2023. "Quantifying credit gaps using survey data on discouraged borrowers," EIB Working Papers 2023/06, European Investment Bank (EIB).
    9. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    10. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    11. Behn, Markus & Lang, Jan Hannes & Reghezza, Alessio, 2025. "120 years of insight: Geopolitical risk and bank solvency," Economics Letters, Elsevier, vol. 247(C).
    12. Bro de Comères, Quentin & Mugrabi, Farah & Lyons, Paul, 2025. "A Quick Stress Testing Methodology for Irish Banks," Research Technical Papers 17/RT/25, Central Bank of Ireland.
    13. O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
    14. Mugrabi, Farah & Rünstler, Gerhard, 2025. "Housing and Credit Cycles in Ireland," Research Technical Papers 16/RT/25, Central Bank of Ireland.
    15. Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
    16. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.

  6. Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.

    Cited by:

    1. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    2. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.

  7. Jonathan Acosta-Smith & Michael Grill & Jan Hannes Lang, 2018. "The leverage ratio, risk-taking and bank stability," Bank of England working papers 766, Bank of England.

    Cited by:

    1. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021. "Capital requirements, risk-taking and welfare in a growing economy," Journal of Regulatory Economics, Springer, vol. 60(2), pages 167-192, December.
    2. Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank, Research and Statistics Department.
    3. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
    4. Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
    5. Neeltje Van Horen & Antonis Kotidis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
    6. Andreea Bicu & Louisa Chen & David Elliott, 2017. "The leverage ratio and liquidity in the gilt and repo markets," Bank of England working papers 690, Bank of England.
    7. David Aikman & Andrew Haldane & Marc Hinterschweiger & Sujit Kapadia, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
    8. Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2021. "Capital ratios and banking crises in the European Union," Working Papers 2021-05, CRESE.
    9. Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
    10. Martynova, Natalya & Vogel, Ursula, 2021. "Banks' complexity-risk nexus and the role of regulation," Discussion Papers 14/2021, Deutsche Bundesbank.
    11. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    12. Ioana Neamtu & Quynh-Anh Vo, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
    13. Carlos Giraldo & Iader Giraldo-Salazar & Jose E. Gomez-Gonzalez & Jorge M Uribe, 2025. "The Disappearance of Bank Capital Pro-Cyclicality in Emerging and Low-Income Economies under Basel III," Documentos de trabajo 021826, FLAR.
    14. Majid Zubair Ahmed & Muhammad Akram, 2026. "Digitalization and Financial Stability: A Comparative Analysis of Islamic and Conventional Banks in Pakistan," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, vol. 5(1), pages 49-70, January-J.
    15. Meng-Wen Wu & Chung-Hua Shen & Kuo-Jui Huang & Yi-Chun Lin, 2025. "Capital and liquidity creation: does the capital adequacy matter?," Review of Quantitative Finance and Accounting, Springer, vol. 65(4), pages 1327-1371, November.
    16. Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2025. "How do EU banks’ funding costs respond to the CRD IV? An assessment based on the banking union directives database," Journal of Financial Stability, Elsevier, vol. 78(C).
    17. Atiti, Faith & Agung, Raphael & Kimani, Stephanie, 2020. "Competition and banking sector stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 41, Kenya Bankers Association (KBA).
    18. Aaron Baldacchino & Simon Grima & Kiran Sood, 2024. "The Principle of Proportionality: Unraveling the Practical Application of Proportionality in the EU Regulations and the Solvency II Directive for Insurance Undertakings," JRFM, MDPI, vol. 17(6), pages 1-28, June.
    19. Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
    20. Aditya Saxena & Dr Parizad Dungore, 2024. "Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach," Papers 2407.12044, arXiv.org.
    21. Angelo Ranaldo & Patrick Schaffner & Michalis Vasios, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
    22. Alexandra Popescu & Anne-Gaël Vaubourg, 2024. "Les analystes financiers et la vulnérabilité du secteur bancaire : état des lieux et perspectives de recherche," Post-Print hal-05007044, HAL.
    23. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    24. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
    25. Ozili, Peterson K, 2025. "Financial stability determinants in Nigeria: role of profitability, capital regulation, financial inclusion, inflation, unemployment and economic growth," MPRA Paper 125792, University Library of Munich, Germany.
    26. Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
    27. Weidong Huo & Jintao Li, 2026. "Does digital transformation exacerbate systemic financial risks in banks? Evidence from listed commercial banks in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-43, December.
    28. Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2018. "Bank leverage limits and regulatory arbitrage: new evidence on a recurring question," Staff Reports 856, Federal Reserve Bank of New York.

  8. Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.

    Cited by:

    1. Buckmann, Marcus & Gallego Marquez, Paula & Gimpelewicz, Mariana & Kapadia, Sujit & Rismanchi, Katie, 2023. "The more the merrier? Evidence on the value of multiple requirements in bank regulation," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017. "The leverage ratio, risk-taking and bank stability," Working Paper Series 2079, European Central Bank.
    3. Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
    4. Tarkocin, Coskun & Donduran, Murat, 2024. "Constructing early warning indicators for banks using machine learning models," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
    5. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    6. Li, Hongxiang & Feng, Ao & Lin, Bin & Su, Houcheng & Liu, Zixi & Duan, Xuliang & Pu, Haibo & Wang, Yifei, 2021. "A novel method for credit scoring based on feature transformation and ensemble model," Santa Cruz Department of Economics, Working Paper Series qt3v33k65c, Department of Economics, UC Santa Cruz.
    7. Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
    8. Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
    9. Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
    10. Carmassi, Jacopo & Dobkowitz, Sonja & Evrard, Johanne & Parisi, Laura & Silva, André & Wedow, Michael, 2018. "Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?," Occasional Paper Series 208, European Central Bank.
    11. Bro de Comères, Quentin, 2025. "Predicting European banks distress events: Do financial information producers matter?," International Review of Financial Analysis, Elsevier, vol. 105(C).
    12. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    13. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    14. Jakubik, Petr & Moinescu, Bogdan Gabriel, 2025. "Tailored microprudential recommendations for bank profit retention using a risk tolerance framework," International Review of Economics & Finance, Elsevier, vol. 98(C).
    15. Alexandr Patalaha & Maria A. Shchepeleva, 2023. "Bank Crisis Management Policies and the New Instability," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 43-60, December.
    16. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
    17. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "Measuring financial soundness around the world: A machine learning approach," International Review of Financial Analysis, Elsevier, vol. 85(C).
    18. Sonya Georgieva, 2023. "Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 177-199.

  9. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.

    Cited by:

    1. Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
    2. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    3. Frederic Boissay & Stijn Claessens & Alan Villegas, 2020. "Tools for managing banking distress: historical experience and lessons for today," BIS Quarterly Review, Bank for International Settlements, December.
    4. Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," Questioni di Economia e Finanza (Occasional Papers) 567, Bank of Italy, Economic Research and International Relations Area.
    5. Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
    6. Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "The Impact of Uncertainty on Financial Institutions," Boston College Working Papers in Economics 939, Boston College Department of Economics, revised 20 Sep 2018.
    7. Ionut Jianu, 2020. "The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage," Papers 2007.12007, arXiv.org.
    8. Mathias Drehmann & James Yetman, 2021. "Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
    9. Chris Reimann, 2024. "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 51-83, June.
    10. Gereben, Áron & Rop, Anton & Petriček, Matic & Winkler, Adalbert, 2019. "The impact of international financial institutions on small and medium enterprises: The case of EIB lending in Central and Eastern Europe," EIB Working Papers 2019/09, European Investment Bank (EIB).
    11. Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01897265, HAL.
    12. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    13. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    14. Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
    15. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    16. Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2022. "A new comprehensive database of financial crises: Identification, frequency, and duration," Economic Modelling, Elsevier, vol. 108(C).
    17. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    18. Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
    19. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    20. Martin Hodula & Jan Janku & Lukas Pfeifer, 2021. "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes 2021/03, Czech National Bank, Research and Statistics Department.
    21. Giancarlo Corsetti & Barry Eichengreen & Galina Hale & Eric Tallman, 2020. "The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis," Open Economies Review, Springer, vol. 31(2), pages 219-236, April.
    22. Budnik, Katarzyna, 2020. "The effect of macroprudential policies on credit developments in Europe 1995-2017," Working Paper Series 2462, European Central Bank.
    23. Borghi, Elisa & Masciandaro, Donato & Papini, Alessia, 2024. "European politicians and financial literacy activism: Does financial (in)stability matter?," Economics Letters, Elsevier, vol. 244(C).
    24. Shamshadali, Perumbalath & Gafoor, C.P. Abdul & Daimari, Phungkha, 2025. "Mapping the future of banking crisis research: Key contributors and emerging areas," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(4).
    25. Nacera Yeddou & Marc Pourroy, 2020. "Bank liquidity creation: does ownership structure matter?," Post-Print hal-02452616, HAL.
    26. Gian Paolo Clemente & Alessandra Cornaro, 2020. "Assessing Systemic Risk in the Insurance Sector via Network Theory," Papers 2011.11394, arXiv.org.
    27. Mr. Tigran Poghosyan, 2019. "How Effective is Macroprudential Policy? Evidence from Lending Restriction Measures in EU Countries," IMF Working Papers 2019/045, International Monetary Fund.
    28. Pelzer, Manuel & Barasinska, Nataliya & Buchholz, Manuel & Friedrich, Sören & Geiger, Sebastian & Hristov, Nikolay & Jamaldeen, Philip & Löffler, Axel & Madjarac, Marcel & Roth, Markus & Silbermann, L, 2021. "Deleveraging-Potenzial im deutschen Bankensystem und Auswirkungen auf die Finanzstabilität [Potential deleveraging in the German banking system and effects on financial stability]," Technical Papers 12/2021, Deutsche Bundesbank.
    29. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    30. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    31. Christopher F Baum & Caterina Forti Grazzini & Dorothea Schäfer, 2020. "Institutional diversity in domestic banking sectors and bank stability: A cross-country study," Boston College Working Papers in Economics 1008, Boston College Department of Economics.
    32. Krzysztof Biegun & Jacek Karwowski & Piotr Luty, 2021. "How Effective is Macroeconomic Imbalance Procedure (MIP) in Predicting Negative Macroeconomic Phenomena?," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 822-837.
    33. Jakubik, Petr & Moinescu, Bogdan Gabriel, 2025. "Where to draw the line in prudential policy? Insights into banking stability and risk tolerance," Finance Research Letters, Elsevier, vol. 82(C).
    34. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, vol. 45(C).
    35. Hodula, Martin & Ngo, Ngoc Anh, 2024. "Does macroprudential policy leak? Evidence from shadow bank lending in EU countries," Economic Modelling, Elsevier, vol. 132(C).
    36. Konrad Adler & Frederic Boissay, 2020. "Dealing with bank distress: Insights from a comprehensive database," BIS Working Papers 909, Bank for International Settlements.
    37. Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2023. "Long-term debt propagation and real reversals," Bank of Finland Research Discussion Papers 5/2023, Bank of Finland.
    38. Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
    39. Carlos Viñuela & Juan Sapena & Gonzalo Wandosell, 2020. "The Future of Money and the Central Bank Digital Currency Dilemma," Sustainability, MDPI, vol. 12(22), pages 1-22, November.
    40. Kockerols, Thore & Kok, Christoffer, 2019. "Leaning against the wind: macroprudential policy and the financial cycle," Working Paper Series 2223, European Central Bank.
    41. Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
    42. Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
    43. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    44. Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2021. "Modeling asset allocations and a new portfolio performance score," Digital Finance, Springer, vol. 3(3), pages 333-371, December.
    45. Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021. "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    46. Ciara Reynolds & Micheál L. Collins, 2025. "Asset Management Companies and the Global Financial Crisis in Ireland and Spain," Working Papers 202502, Geary Institute, University College Dublin.
    47. Metiu, Norbert, 2022. "A composite indicator of financial conditions for Germany," Technical Papers 03/2022, Deutsche Bundesbank.
    48. Corsetti, Giancarlo & Hale, Galina & Tallmann, Eric & Eichengreen, Barry, 2019. "The Euro Crisis in the Mirror of the EMS," CEPR Discussion Papers 13522, Centre for Economic Policy Research.
    49. Căpraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2022. "Do independent fiscal institutions cause better fiscal outcomes in the European Union?," Economic Systems, Elsevier, vol. 46(2).
    50. Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
    51. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
    52. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
    53. Bro de Comères, Quentin, 2025. "Predicting European banks distress events: Do financial information producers matter?," International Review of Financial Analysis, Elsevier, vol. 105(C).
    54. Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
    55. Sarah Vella, 2025. "Constructing a country-specific indicator for cyclical systemic risk," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-63, June.
    56. Martin Hodula & Ngoc Anh Ngo, 2022. "Finance, growth and (macro)prudential policy: European evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 537-571, May.
    57. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    58. Demir, Müge & Önder, Zeynep, 2025. "Financial connectivity in cross-border lending and crises: Role of financial and legislative integration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    59. Clemente, Gian Paolo & Cornaro, Alessandra, 2022. "A multilayer approach for systemic risk in the insurance sector," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    60. Christopher F. Baum & Mustafa Caglayan & Bing Xu, 2021. "The impact of uncertainty on financial institutions: A cross‐country study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3719-3739, July.
    61. Marcin Borsuk & Konrad Kostrzewa, 2020. "Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 211-238.
    62. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    63. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    64. Fernandez-Gallardo, Alvaro, 2023. "Preventing financial disasters: Macroprudential policy and financial crises," European Economic Review, Elsevier, vol. 151(C).
    65. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
    66. De Nora, Giorgia & Pereira, Ana & Pirovano, Mara & Stammwitz, Florian, 2025. "From losses to buffer - calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3061, European Central Bank.
    67. Willem Vanlaer & Mattia Picarelli & Wim Marneffe, 2021. "Debt and Private Investment: Does the EU Suffer from a Debt Overhang?," Open Economies Review, Springer, vol. 32(4), pages 789-820, September.
    68. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    69. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    70. Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank, Research and Statistics Department.
    71. Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
    72. Apostolos Chalkis & Emmanouil Christoforou & Theodore Dalamagkas & Ioannis Z. Emiris, 2021. "Modeling of crisis periods in stock markets," Papers 2103.13294, arXiv.org.
    73. Brzezicka Justyna & Łaszek Jacek & Olszewski Krzysztof, 2019. "An Analysis of the Relationships Between Domestic Real Estate Markets – A Systemic Approach," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 79-91, March.
    74. Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2020. "An evaluation of IFIs impact on EU countries budget deficits," Working Papers of Romania Fiscal Council 201101, Romania Fiscal Council.
    75. Jérémy Fouliard & Michael Howell & Hélène Rey, 2021. "Answering the Queen: Machine learning and financial crises," BIS Working Papers 926, Bank for International Settlements.
    76. Mathias Drehmann & Mikael Juselius & Anton Korinek, 2018. "Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms," NBER Working Papers 24549, National Bureau of Economic Research, Inc.
    77. Kauko, Karlo & Tölö, Eero, 2019. "Banking crisis prediction with differenced relative credit," BoF Economics Review 4/2019, Bank of Finland.
    78. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    79. Erhart, Szilard, 2019. "Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard," ESRB Working Paper Series 102, European Systemic Risk Board.
    80. Bouvatier, Vincent & Delatte, Anne-Laure & Rehault, Pierre-Nicolas, 2022. "Measuring credit procyclicality: A new database," Emerging Markets Review, Elsevier, vol. 52(C).
    81. Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
    82. 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.
    83. Lanbiao Liu & Chen Chen & Bo Wang, 2022. "Predicting financial crises with machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 871-910, August.
    84. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    85. Panayotis Michaelides & Mike Tsionas & Panos Xidonas, 2020. "A Bayesian Signals Approach for the Detection of Crises," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 551-585, September.
    86. Boh, Samo & Borgioli, Stefano & Coman, Andra & Chiriacescu, Bogdan & Koban, Anne & Kusmierczyk, Piotr & Pirovano, Mara & Schepens, Thomas & Veiga, Joao, 2019. "European macroprudential database," Statistics Paper Series 32, European Central Bank.
    87. Jianu, Ionuț, 2018. "The Impact of Economic and Financial Crises on Unemployment Rate in European Union," EconStor Conference Papers 194294, ZBW - Leibniz Information Centre for Economics.
    88. Bengtsson, Elias, 2020. "Macroprudential policy in the EU: A political economy perspective," Global Finance Journal, Elsevier, vol. 46(C).
    89. Coussin, Maximilien, 2022. "Singular spectrum analysis for real-time financial cycles measurement," Journal of International Money and Finance, Elsevier, vol. 120(C).
    90. Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
    91. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
    92. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
    93. Pierluigi Bologna & Maddalena Galardo, 2022. "Calibrating the countercyclical capital buffer for Italy," Questioni di Economia e Finanza (Occasional Papers) 679, Bank of Italy, Economic Research and International Relations Area.
    94. Lyons, Paul & Nevin, Ciarán & Shaw, Frances, 2019. "Real-estate concentration in the Irish banking system," Financial Stability Notes 4/FS/19, Central Bank of Ireland.
    95. 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.

  10. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.

    Cited by:

    1. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
    2. Melle Bijlsma & Jan Kakes & Eric Klaaijsen, 2017. "Measuring cross-sectoral shifts in credit provisioning: an enhanced framework," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    3. Buckmann, Marcus & Gallego Marquez, Paula & Gimpelewicz, Mariana & Kapadia, Sujit & Rismanchi, Katie, 2023. "The more the merrier? Evidence on the value of multiple requirements in bank regulation," Journal of Banking & Finance, Elsevier, vol. 149(C).
    4. Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
    5. Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
    6. Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
    7. Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
    8. Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.
    9. Varga, Katalin & Szendrei, Tibor, 2025. "Non-stationary financial risk factors and macroeconomic vulnerability for the UK," International Review of Financial Analysis, Elsevier, vol. 97(C).
    10. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    11. Elias Wolf & Frieder Mokinski & Yves Schüler, 2026. "On Adjusting the One‐Sided Hodrick–Prescott Filter," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(3), pages 919-931, April.
    12. Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.
    13. Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
    14. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    15. Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    16. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.
    17. Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
    18. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    19. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
    20. Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
    21. Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017. "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers 12/2017, Bank of Finland.
    22. Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
    23. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
    24. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    25. Björn Richter & Moritz Schularick & Paul Wachtel, 2021. "When to Lean against the Wind," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 5-39, February.
    26. Gastón Giordana, 2025. "Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach," BCL working papers 193, Central Bank of Luxembourg.
    27. Adam Geršl & Thomas Mitterling, 2021. "Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 323-351, December.
    28. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    29. Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
    30. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España.
    31. Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora, 2020. "Forecasting recessions: the importance of the financial cycle," Journal of Macroeconomics, Elsevier, vol. 66(C).
    32. Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
    33. Hosszú, Zsuzsanna & Körmendi, Gyöngyi & Mérő, Bence, 2016. "Egy- és többváltozós szűrők a hitelrés alakulásának meghatározására [Filters with single or multiple variables in measuring the size of the credit gap]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 233-259.
    34. Claudio Borio & Mathias Drehmann & Dora Xia Author-X-Name_First: Dora, 2019. "Predicting recessions: financial cycle versus term spread," BIS Working Papers 818, Bank for International Settlements.
    35. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    36. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
    37. Gaston Giordana & Michael H. Ziegelmeyer, 2022. "Using household-level data to guide borrower-based macro-prudential policy," BCL working papers 161, Central Bank of Luxembourg.
    38. Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025. "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, vol. 72(C), pages 67-77.
    39. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
    40. Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
    41. Sarah Vella, 2025. "Constructing a country-specific indicator for cyclical systemic risk," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-63, June.
    42. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
    43. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    44. Xiaofeng Hui & Aoran Zhang, 2020. "Construction and Empirical Research on the Dynamic Provisioning Model of China’s Banking Sector under the Macro-Prudential Framework," Sustainability, MDPI, vol. 12(20), pages 1-26, October.
    45. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    46. Clancy, Daragh & Ricci, Lorenzo, 2022. "Economic sentiments and international risk sharing," International Economics, Elsevier, vol. 169(C), pages 208-229.
    47. Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
    48. Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
    49. David Aikman & Kristina Bluwstein & Sudipto Karmakar, 2021. "A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk," Bank of England working papers 931, Bank of England.
    50. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    51. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    52. Yang, Jin Young & Suh, Hyunduk, 2023. "Heterogeneous effects of macroprudential policies on firm leverage and value," International Review of Financial Analysis, Elsevier, vol. 86(C).
    53. Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
    54. Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.
    55. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    56. Natalia Tente & Natalja Von Westernhagen & Ulf Slopek, 2019. "M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1923-1961, October.
    57. Angelos Kanas & Panagiotis D. Zervopoulos, 2021. "Systemic risk, real GDP growth, and sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 461-485, August.
    58. Koponen, Heidi, 2024. "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review 3/2024, Bank of Finland.
    59. Tihana Skrinjaric, 2023. "Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations," Public Sector Economics, Institute of Public Finance, vol. 47(1), pages 1-39.
    60. Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
    61. Mikael Juselius & Nikola Tarashev, 2022. "When uncertainty decouples expected and unexpected losses," BIS Working Papers 995, Bank for International Settlements.
    62. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    63. Helene Olsen & Harald Wieslander, 2020. "The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway," Working Papers No 02/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    64. Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
    65. Tibor Szendrei & Katalin Varga, 2020. "FISS - A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
    66. Audit, Dooneshsingh & Alam, Nafis, 2022. "Why have credit variables taken centre stage in predicting systemic banking crises?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    67. Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
    68. Kauko, Karlo & Tölö, Eero, 2019. "Banking crisis prediction with differenced relative credit," BoF Economics Review 4/2019, Bank of Finland.
    69. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    70. Neagu, Florian & Tatarici, Luminita & Mihai, Irina, 2015. "Implementing Loan-to-Value and Debt Service-To-Income measures: A decade of Romanian experience," MPRA Paper 65988, University Library of Munich, Germany.
    71. Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
    72. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
    73. Luca Moller, 2026. "A composite indicator of systemic risk related to the Italian financial cycle," Questioni di Economia e Finanza (Occasional Papers) 1007, Bank of Italy, Economic Research and International Relations Area.
    74. Virginie Coudert & Julien Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
    75. Bernhard Herz & Jochen Keller, 2023. "How Do Regulators Set the Countercyclical Capital Buffer?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 99-137, August.
    76. Pierluigi Bologna & Maddalena Galardo, 2024. "Calibrating the countercyclical capital buffer using AUROCs," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 53(1), February.
    77. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    78. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
    79. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
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    81. 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.
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Articles

  1. Behn, Markus & Lang, Jan Hannes & Reghezza, Alessio, 2025. "120 years of insight: Geopolitical risk and bank solvency," Economics Letters, Elsevier, vol. 247(C).

    Cited by:

    1. Ozili, Peterson K, 2025. "Geopolitical shocks, capital outflows, financial inclusion and digital financial inclusion," MPRA Paper 125567, University Library of Munich, Germany.
    2. Emiel Sanders & Rudi Vander Vennet, 2025. "Geopolitical Risk, Cost of Equity, and Bank Lending: Evidence From the Ukrainian War," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 25/1122, Ghent University, Faculty of Economics and Business Administration.
    3. Dieckelmann, Daniel & Larkou, Chloe & McQuade, Peter & Pancaro, Cosimo & Rößler, Denise, 2025. "Geopolitical risk and euro area bank CDS spreads and stock prices: Evidence from a new index," Economics Letters, Elsevier, vol. 254(C).
    4. Boakye, Ernest Owusu & Heimonen, Kari, 2026. "Climate risk and biodiversity exposure," Economics Letters, Elsevier, vol. 258(C).
    5. Christophe Hurlin & Quentin Lajaunie & Yoann Pull, 2026. "Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework," Papers 2601.03983, arXiv.org.
    6. McQuade, Peter & Pancaro, Cosimo & Reghezza, Alessio & Avril, Pauline, 2025. "Geopolitical risk, bank lending and real effects on firms: evidence from the Russian invasion of Ukraine," Working Paper Series 3143, European Central Bank.

  2. Lang, Jan Hannes & Menno, Dominik, 2025. "The state-dependent impact of changes in bank capital requirements," Journal of Banking & Finance, Elsevier, vol. 176(C).
    See citations under working paper version above.
  3. Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2024. "The leverage ratio, risk-taking and bank stability," Journal of Financial Stability, Elsevier, vol. 74(C).
    See citations under working paper version above.
  4. Behn, Markus & Lang, Jan Hannes, 2023. "Implications for macroprudential policy as the financial cycle turns," Macroprudential Bulletin, European Central Bank, vol. 22.

    Cited by:

    1. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    2. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    3. Behn, Markus & Lo Duca, Marco & Perales, Cristian, 2026. "How do macroprudential measures affect mortgage lending standards? Evidence from the ECB’s Bank Lending Survey," Working Paper Series 3190, European Central Bank.

  5. Ryan, Ellen & Jarmulska, Barbara & De Nora, Giorgia & Fontana, Adele & Horan, Aoife & Lang, Jan Hannes & Lo Duca, Marco & Moldovan, Claudiu & Rusnák, Marek, 2023. "Real estate markets in an environment of high financing costs," Financial Stability Review, European Central Bank, vol. 2.

    Cited by:

    1. Kamps, Christophe & Bussière, Matthieu & Niessner, Birgit & Tristani, Oreste & Christoffel, Kai & Kapadia, Sujit & Ferrero, Giuseppe & Gilbert, Niels & Vlassopoulos, Thomas & Motto, Roberto & Gerke, R, 2025. "Report on monetary policy tools, strategy and communication," Occasional Paper Series 372, European Central Bank.
    2. Foerster, Kai & Ryan, Ellen & Scheid, Benedikt, 2025. "Pricing or panicking? Commercial real estate markets and climate change," Working Paper Series 3059, European Central Bank.

  6. Jarmulska, Barbara & Bandoni, Emil & Lang, Jan Hannes & Lo Duca, Marco & Perales, Cristian & Rusnák, Marek, 2022. "The analytical toolkit for the assessment of residential real estate vulnerabilities," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. John Muellbauer, 2024. "Housing and Macroprudential Policy," Economics Series Working Papers 1056, University of Oxford, Department of Economics.

  7. Lang, Jan Hannes & Behn, Markus & Jarmulska, Barbara & Lo Duca, Marco, 2022. "Real estate markets, financial stability and macroprudential policy," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. Salma Gallas & Houssam Bouzgarrou & Montassar Zayati, 2024. "Balancing financial stability and economic growth: a comprehensive analysis of macroprudential regulation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1005-1033, December.
    2. Dirma, Mantas & Karmelavičius, Jaunius, 2025. "Micro-assessment of macroprudential borrower-based measures," Journal of Banking & Finance, Elsevier, vol. 176(C).

  8. Tereanu, Eugen & Behn, Markus & Lang, Jan Hannes & Lo Duca, Marco, 2022. "The transmission and effectiveness of macroprudential policies for residential real estate," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    2. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    3. Behn, Markus & Lo Duca, Marco & Perales, Cristian, 2026. "How do macroprudential measures affect mortgage lending standards? Evidence from the ECB’s Bank Lending Survey," Working Paper Series 3190, European Central Bank.
    4. Dirma, Mantas & Karmelavičius, Jaunius, 2025. "Micro-assessment of macroprudential borrower-based measures," Journal of Banking & Finance, Elsevier, vol. 176(C).

  9. Lang, Jan Hannes & Pirovano, Mara & Rusnák, Marek & Schwarz, Claudia, 2020. "Trends in residential real estate lending standards and implications for financial stability," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Du Caju, Philip & Périlleux, Guillaume & Rycx, François & Tojerow, Ilan, 2021. "A Bigger House at the Cost of an Empty Fridge? The Effect of Households' Indebtedness on Their Consumption: Micro-Evidence Using Belgian HFCS Data," GLO Discussion Paper Series 799, Global Labor Organization (GLO).
    2. Aufiero, Sabrina & Forer, Preben & Vivo, Pierpaolo & Caccioli, Fabio & Bartolucci, Silvia, 2025. "Phase transitions in debt recycling," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
    3. Bertrand Garbinti & Pierre Lamarche & Frédérique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working papers 962, Banque de France.
    4. Behn, Markus & Lo Duca, Marco & Perales, Cristian, 2026. "How do macroprudential measures affect mortgage lending standards? Evidence from the ECB’s Bank Lending Survey," Working Paper Series 3190, European Central Bank.
    5. Aufiero, Sabrina & Forer, Preben & Vivo, Pierpaolo & Caccioli, Fabio & Bartolucci, Silvia, 2025. "Phase transitions in debt recycling," LSE Research Online Documents on Economics 127108, London School of Economics and Political Science, LSE Library.
    6. Carlo von der Osten & Sabrina Aufiero & Pierpaolo Vivo & Fabio Caccioli & Silvia Bartolucci, 2025. "A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions," Papers 2511.18614, arXiv.org.

  10. Lang, Jan Hannes & Forletta, Marco, 2019. "Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses," Macroprudential Bulletin, European Central Bank, vol. 9.

    Cited by:

    1. Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, vol. 120(C).
    2. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    3. Anastasiya Ivanova & Alona Shmygel & Ihor Lubchuk, 2021. "The Growth-at-Risk (GaR) Framework: Implication For Ukraine," IHEID Working Papers 10-2021, Economics Section, The Graduate Institute of International Studies.
    4. Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025. "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3075, European Central Bank.

  11. Detken, Carsten & Fahr, Stephan & Lang, Jan Hannes, 2018. "Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    2. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    3. Erhart, Szilard, 2019. "Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard," ESRB Working Paper Series 102, European Systemic Risk Board.
    4. 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.

  12. Lang, Jan Hannes & Welz, Peter, 2017. "Measuring Credit Gaps for Macroprudential Policy," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Andreas Nastansky & Sarah Siris, 2024. "Risikoverbund zwischen Banken und Staaten: Eine empirische Analyse für den Euroraum," Statistische Diskussionsbeiträge 56, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
    2. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    3. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    4. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    5. Gjergj Legisi, 2020. "Credit-to-GDP gap: Local versus foreign currency credit," IHEID Working Papers 13-2020, Economics Section, The Graduate Institute of International Studies.
    6. Frank Dierick & Francesco Mazzaferro, 2018. "The ESRB and macroprudential policy in the EU," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 131-140.
    7. Antonio Sánchez Serrano, 2018. "Financial stability consequences of the expected credit loss model in IFRS 9," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
    8. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
    9. Uwe Vollmer, 2022. "Monetary policy or macroprudential policies: What can tame the cycles?," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1510-1538, December.
    10. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    11. Kim, Soyoung & Mehrotra, Aaron & Shim, Seri, 2025. "Governance arrangements and the use of macroprudential policy," Journal of International Money and Finance, Elsevier, vol. 154(C).
    12. 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.

  13. Lang, J. H., 2016. "A bank-level early warning model and its uses in macroprudential policy," Macroprudential Bulletin, European Central Bank, vol. 1.

    Cited by:

    1. 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.

  14. Grill, Michael & Lang, Jan Hannes & Smith, Jonathan, 2015. "The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability," Financial Stability Review, European Central Bank, vol. 2.

    Cited by:

    1. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "The Bank Capital-Competition-Risk Nexus - A Global Perspective," National Institute of Economic and Social Research (NIESR) Discussion Papers 500, National Institute of Economic and Social Research.
    2. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data," National Institute of Economic and Social Research (NIESR) Discussion Papers 499, National Institute of Economic and Social Research.
    3. Marisa Basten & Antonio Sánchez Serrano, 2019. "European banks after the global financial crisis: a new landscape," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 51-73, March.
    4. Gortner, Paul & Massenot, Baptiste, 2020. "Leverage and Bubbles: Experimental Evidence," SAFE Working Paper Series 239, Leibniz Institute for Financial Research SAFE, revised 2020.

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