Mapping the interconnectedness between EU banks and shadow banking entities
Download full text from publisher
Other versions of this item:
- Jorge Abad & Marco D'Errico & Neill Killeen & Vera Luz & Tuomas Peltonen & Richard Portes & Teresa Urbano, 2017. "Mapping the Interconnectedness between EU Banks and Shadow Banking Entities," NBER Working Papers 23280, National Bureau of Economic Research, Inc.
- Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," CEPR Discussion Papers 11919, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Tobias Adrian & Adam B. Ashcraft, 2012. "shadow banking: a review of the literature," The New Palgrave Dictionary of Economics, Palgrave Macmillan.
- Cetorelli, Nicola, 2014. "Hybrid intermediaries," Staff Reports 705, Federal Reserve Bank of New York.
- Marco D'Errico & Stefano Battiston & Tuomas Peltonen & Martin Scheicher, 2016.
"How does risk flow in the credit default swap market?,"
ESRB Working Paper Series
33, European Systemic Risk Board.
- Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
- Claudio Borio, 2011.
"Implementing the Macroprudential Approach to Financial Regulation and Supervision,"
Chapters,in: The Financial Crisis and the Regulation of Finance, chapter 7
Edward Elgar Publishing.
- Borio, C., 2009. "Implementing the macroprudential approach to financial regulation and supervision," Financial Stability Review, Banque de France, issue 13, pages 31-41, September.
- Daniel Covitz & Nellie Liang & Gustavo A. Suarez, 2013. "The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market," Journal of Finance, American Finance Association, vol. 68(3), pages 815-848, June.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Systemic Risk and Stability in Financial Networks," American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
- Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana, 2013.
"Macro-prudential policies to mitigate financial system vulnerabilities,"
Journal of International Money and Finance,
Elsevier, vol. 39(C), pages 153-185.
- Stijn Claessens & Swati R. Ghosh & Roxana Mihet, 2014. "Macro-Prudential Policies to Mitigate Financial System Vulnerabilities," IMF Working Papers 14/155, International Monetary Fund.
- Marco Pagano & ESRB Advisory Scientific Committee, 2014. "Is Europe Overbanked?," mBank - CASE Seminar Proceedings 132, CASE-Center for Social and Economic Research.
- Górnicka, Lucyna A., 2016. "Banks and shadow banks: Competitors or complements?," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 118-131.
- Dirk Schoenmaker & Peter Wierts, 2016.
"Macroprudential Supervision: From Theory to Policy,"
National Institute Economic Review,
National Institute of Economic and Social Research, vol. 235(1), pages 50-62, February.
- Dirk Schoenmaker & Peter Wierts, 2015. "Macroprudential supervision: from theory to policy," Working Papers 11133, Bruegel.
- Dirk Schoenmaker & Peter Wierts, 2016. "Macroprudential supervision: From theory to policy," ESRB Working Paper Series 02, European Systemic Risk Board.
- Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012.
"Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(8), pages 1121-1141.
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013.
"Securitization without risk transfer,"
Journal of Financial Economics,
Elsevier, vol. 107(3), pages 515-536.
- Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010. "Securitization without risk transfer," NBER Working Papers 15730, National Bureau of Economic Research, Inc.
- Acharya, Viral V & Schnabl, Philipp & Suarez, Gustavo, 2012. "Securitization Without Risk Transfer," CEPR Discussion Papers 8769, C.E.P.R. Discussion Papers.
- Stefano Battiston & Marco D'Errico & Stefano Gurciullo & Guido Caldarelli, 2015. "Leveraging the network: a stress-test framework based on DebtRank," Papers 1503.00621, arXiv.org, revised Feb 2016.
- Reinhardt, Dennis & Sowerbutts, Rhiannon, 2015. "Regulatory arbitrage in action: evidence from banking flows and macroprudential policy," Bank of England working papers 546, Bank of England.
- Sam Langfield & Marco Pagano, 2016.
"Bank bias in Europe: effects on systemic risk and growth,"
CEPR;CES;MSH, vol. 31(85), pages 51-106.
- Sam Langfield & Marco Pagano, 2015. "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers 408, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Langfield, Sam & Pagano, Marco, 2015. "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series 1797, European Central Bank.
- repec:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2 is not listed on IDEAS
- Jorge Abad & Iñaki Aldasoro & Christoph Aymanns & Marco D'Errico & Linda Fache Rousová & Peter Hoffmann & Sam Langfield & Martin Neychev & Tarik Roukny, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.
- Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2016.
"Effective macroprudential policy: Cross-sector substitution from price and quantity measures,"
DNB Working Papers
498, Netherlands Central Bank, Research Department.
- Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016. "Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers 16/94, International Monetary Fund.
- Stijn Claessens & Lev Ratnovski, 2014. "What is Shadow Banking?," IMF Working Papers 14/25, International Monetary Fund.
- Samuel G. Hanson & Anil K. Kashyap & Jeremy C. Stein, 2011. "A Macroprudential Approach to Financial Regulation," Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 3-28, Winter.
- Laurent Grillet-Aubert & Jean-Baptiste Haquin & Clive Jackson & Neill Killeen & Christian Weistroffer, 2016. "Assessing shadow banking – non-bank financial intermediation in Europe," ESRB Occasional Paper Series 10, European Systemic Risk Board.
- Laurent Clerc & Alberto Giovannini & Sam Langfield & Tuomas Peltonen & Richard Portes & Martin Scheicher, 2016. "Indirect contagion: the policy problem," ESRB Occasional Paper Series 09, European Systemic Risk Board.
- Cecchetti, Stephen G & Tucker, Paul, 2016. "Is there macroprudential policy without international cooperation?," CEPR Discussion Papers 11042, C.E.P.R. Discussion Papers.
- Bengtsson, Elias, 2013. "Shadow banking and financial stability: European money market funds in the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 579-594.
- Shekhar Aiyar & Charles W. Calomiris & Tomasz Wieladek, 2014. "Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 181-214, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:ksa:szemle:1714 is not listed on IDEAS
- Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank.
- repec:eee:phsmap:v:503:y:2018:i:c:p:1151-1181 is not listed on IDEAS
- Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.
- Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 05-18, Central Bank of Ireland.
More about this item
Keywordsfinancial stability; interconnectedness; macroprudential policy; shadow banking;
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-NET-2017-04-16 (Network Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:srk:srkwps:201740. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Official Publications). General contact details of provider: http://edirc.repec.org/data/esrbede.html .