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Grzegorz Halaj

Personal Details

First Name:Grzegorz
Middle Name:
Last Name:Halaj
Suffix:
RePEc Short-ID:pha267
https://www.bankofcanada.ca/profile/halaj-grzegorz/

Affiliation

(50%) Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

(613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

(50%) European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

+49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
  2. Zachary Feinstein & Grzegorz Halaj, 2020. "Interbank Asset-Liability Networks with Fire Sale Management," Staff Working Papers 20-41, Bank of Canada.
  3. Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok, 2019. "Interconnected Banks and Systemically Important Exposures," Staff Working Papers 19-44, Bank of Canada.
  4. Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
  5. Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017. "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series 2010, European Central Bank.
  6. Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
  7. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu, 2017. "The missing links: A global study on uncovering financial network structures from partial data," ESRB Working Paper Series 51, European Systemic Risk Board.
  8. Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
  9. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  10. Kok, Christoffer & Hałaj, Grzegorz, 2014. "Modeling emergence of the interbank networks," Working Paper Series 1646, European Central Bank.
  11. Kok, Christoffer & Hałaj, Grzegorz, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
  12. Hałaj, Grzegorz, 2013. "Optimal asset structure of a bank - bank reactions to stressful market conditions," Working Paper Series 1533, European Central Bank.
  13. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
  14. Hałaj, Grzegorz, 2006. "Contagion effect in banking system - measures based on randomised loss scenarios," MPRA Paper 525, University Library of Munich, Germany.
  15. Hałaj, Grzegorz & Żochowski, Dawid, 2006. "Strategic groups in Polish banking sector and financial stability," MPRA Paper 326, University Library of Munich, Germany.
  16. Hałaj, Grzegorz, 2006. "Risk-based decisions on assets structure of a bank — partially observed economic conditions," MPRA Paper 523, University Library of Munich, Germany.

Articles

  1. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Lu, 2018. "The missing links: A global study on uncovering financial network structures from partial data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 107-119.
  2. Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
  3. Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018. "The systemic implications of bail-in: A multi-layered network approach," Journal of Financial Stability, Elsevier, vol. 38(C), pages 81-97.
  4. Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin, 2018. "How did the Greek credit event impact the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 136-158.
  5. Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
  6. Halaj, Grzegorz & Hüser, Anne-Caroline & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2016. "Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis," Financial Stability Review, European Central Bank, vol. 1.
  7. Grzegorz Haᴌaj & Christoffer Kok, 2015. "Modelling the emergence of the interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
  8. Hałaj, Grzegorz & Kok, Christoffer & Montagna, Mattia, 2013. "Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks," Financial Stability Review, European Central Bank, vol. 2.
  9. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
  10. Grzegorz Halaj & Dawid Zochowski, 2009. "Strategic Groups and Banks’ Performance," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 153-186.
  11. Grzegorz Hałaj, 2008. "Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 305-329.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (13) 2006-12-04 2006-12-04 2006-12-04 2013-03-16 2013-08-23 2014-04-05 2016-07-16 2017-02-26 2017-10-29 2019-11-25 2019-12-02 2020-03-02 2020-10-19. Author is listed
  2. NEP-RMG: Risk Management (7) 2006-12-04 2006-12-04 2013-03-16 2013-08-23 2016-06-25 2018-04-09 2019-11-25. Author is listed
  3. NEP-CBA: Central Banking (5) 2013-08-23 2015-01-19 2016-07-16 2019-11-25 2019-12-02. Author is listed
  4. NEP-NET: Network Economics (5) 2013-03-16 2014-04-05 2016-06-25 2017-10-29 2019-11-25. Author is listed
  5. NEP-CMP: Computational Economics (4) 2013-03-16 2016-07-16 2018-04-09 2020-03-02
  6. NEP-ACC: Accounting & Auditing (2) 2006-12-04 2017-10-29
  7. NEP-EEC: European Economics (2) 2019-11-25 2019-12-02
  8. NEP-MAC: Macroeconomics (2) 2015-01-19 2016-07-16
  9. NEP-BEC: Business Economics (1) 2006-12-04
  10. NEP-CDM: Collective Decision-Making (1) 2014-04-05
  11. NEP-CSE: Economics of Strategic Management (1) 2006-12-04
  12. NEP-DGE: Dynamic General Equilibrium (1) 2016-07-16
  13. NEP-GER: German Papers (1) 2016-07-16
  14. NEP-GTH: Game Theory (1) 2014-04-05
  15. NEP-HME: Heterodox Microeconomics (1) 2020-03-02
  16. NEP-IFN: International Finance (1) 2017-10-29
  17. NEP-MON: Monetary Economics (1) 2016-07-16

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