Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

ESRB Occasional Paper Series / European Systemic Risk Board

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
8
Impact Factor
4.6
5 Years IF
3.36
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.47 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 1 1 0 0 0 0 0 0 0.26
2013 0 0.52 0 0 3 4 39 0 1 1 0 0 0.24
2014 2.75 0.55 1.75 2.75 4 8 54 14 14 4 11 4 11 0 2 0.5 0.28
2015 1.71 0.54 1.6 1.5 2 10 12 16 30 7 12 8 12 4 25 1 0.5 0.28
2016 2.17 0.58 2.23 1.6 3 13 58 29 59 6 13 10 16 0 5 1.67 0.29
2017 4.4 0.6 3.53 2.85 2 15 16 53 112 5 22 13 37 0 0 0.3
2018 4.6 0.62 3.35 3.36 2 17 0 57 169 5 23 14 47 0 1 0.5 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Tente, Natalia ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Castro, Christian ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Weeken, Olaf. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405.

Full description at Econpapers || Download paper

54
22016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611.

Full description at Econpapers || Download paper

48
32013The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn ; Jurca, Pavol . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303.

Full description at Econpapers || Download paper

24
42014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Tente, Natalia ; Lang, Jan Hannes ; Giordana, Gastón ; Bonfim, Diana ; Castro, Christian ; Boucinha, Miguel ; Welz, Peter ; Puzanova, Natalia ; Alessi, Lucia ; Klaus, Benjamin ; Weeken, Olaf ; Kakes, Jan ; Detken, Carsten ; Wildmann, Nadya ; Giese, Julia ; Frontczak, Sebastian. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20145.

Full description at Econpapers || Download paper

19
52013Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304.

Full description at Econpapers || Download paper

17
62015Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508.

Full description at Econpapers || Download paper

13
72016Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609.

Full description at Econpapers || Download paper

10
82017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713.

Full description at Econpapers || Download paper

9
92017Assessing the cyclical implications of IFRS 9 – a recursive model. (2017). Suarez, Javier ; Abad, Jorge. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712.

Full description at Econpapers || Download paper

8
102016Assessing shadow banking – non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Grillet-Aubert, Laurent ; Jackson, Clive ; Haquin, Jean-Baptiste . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610.

Full description at Econpapers || Download paper

8
112014Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Calleja, Romain ; de Rossi, Francesco ; Theal, John ; Soderberg, Jonas ; Molitor, Philippe ; Mazzacurati, Julien ; Liu, Zijun ; Picillo, Cristina ; Bouveret, Antoine ; Keller, Joachim . In: ESRB Occasional Paper Series. RePEc:srk:srkops:20146.

Full description at Econpapers || Download paper

1
122012Money market funds in Europe and financial stability. (2012). Ward, Giles ; Frison, Daniele ; Bengtsson, Elias ; Ansidei, Julie . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201201.

Full description at Econpapers || Download paper

1
132014Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Liu, Zijun ; Bouveret, Antoine ; Mazzacurati, Julien ; Keller, Joachim ; Picillo, Cristina. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201406.

Full description at Econpapers || Download paper

1
142018From the horse’s mouth: surveying responses to stress by banks and insurers. (2018). Langfield, Sam ; Weeken, Olaf ; Brinkhoff, Jeroen . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201815.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611.

Full description at Econpapers || Download paper

44
22014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Tente, Natalia ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Castro, Christian ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Weeken, Olaf. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405.

Full description at Econpapers || Download paper

34
32014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Tente, Natalia ; Lang, Jan Hannes ; Giordana, Gastón ; Bonfim, Diana ; Castro, Christian ; Boucinha, Miguel ; Welz, Peter ; Puzanova, Natalia ; Alessi, Lucia ; Klaus, Benjamin ; Weeken, Olaf ; Kakes, Jan ; Detken, Carsten ; Wildmann, Nadya ; Giese, Julia ; Frontczak, Sebastian. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20145.

Full description at Econpapers || Download paper

14
42013The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn ; Jurca, Pavol . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303.

Full description at Econpapers || Download paper

11
52016Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609.

Full description at Econpapers || Download paper

9
62017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713.

Full description at Econpapers || Download paper

9
72013Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304.

Full description at Econpapers || Download paper

9
82017Assessing the cyclical implications of IFRS 9 – a recursive model. (2017). Suarez, Javier ; Abad, Jorge. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712.

Full description at Econpapers || Download paper

8
92016Assessing shadow banking – non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Grillet-Aubert, Laurent ; Jackson, Clive ; Haquin, Jean-Baptiste . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610.

Full description at Econpapers || Download paper

8
102015Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508.

Full description at Econpapers || Download paper

7
Citing documents used to compute impact factor: 23
YearTitle
2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201872.

Full description at Econpapers || Download paper

2018How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

Full description at Econpapers || Download paper

2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

Full description at Econpapers || Download paper

2018The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1806b.

Full description at Econpapers || Download paper

2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

Full description at Econpapers || Download paper

2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven. In: BIS Working Papers. RePEc:bis:biswps:705.

Full description at Econpapers || Download paper

2018Counterparty credit risk and the effectiveness of banking regulation. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:599.

Full description at Econpapers || Download paper

2018The Impact of Pensions and Insurance on Global Yield Curves. (2018). Vissing-Jorgensen, Annette ; Greenwood, Robin. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:18-109.

Full description at Econpapers || Download paper

2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

Full description at Econpapers || Download paper

2018Who bears interest rate risk?. (2018). Langfield, Sam ; Vuillemey, Guillaume ; Pierobon, Federico ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182176.

Full description at Econpapers || Download paper

2018OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

Full description at Econpapers || Download paper

2018Off the Radar: Exploring the Rise of Shadow Banking in the EU. (2018). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2018/16.

Full description at Econpapers || Download paper

2018The Effect of Tax Treaties on Market Based Finance: Evidence using Firm-Level Data. (2018). Killeen, Neill ; Davies, Ronald. In: Working Papers. RePEc:ucn:wpaper:201818.

Full description at Econpapers || Download paper

2018Approaching non-performing loans from a macroprudential angle. (2018). Suarez, Javier ; Sánchez Serrano, Antonio. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20187.

Full description at Econpapers || Download paper

2018Derivatives, financial fragility and systemic risk: lessons from Barings Bank, Long-Term Capital Management, Lehman Brothers and AIG. (2018). Martins, Norberto Montani ; Sarno, Paula Marina. In: Working Papers. RePEc:pke:wpaper:pkwp1812.

Full description at Econpapers || Download paper

2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

Full description at Econpapers || Download paper

2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

Full description at Econpapers || Download paper

2018Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:1803.05861.

Full description at Econpapers || Download paper

2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

Full description at Econpapers || Download paper

2018Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis ; Chalkis, Apostolos ; Cales, Ludovic . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01897265.

Full description at Econpapers || Download paper

2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

Full description at Econpapers || Download paper

2018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882.

Full description at Econpapers || Download paper

2018The cyclicality in SICR: mortgage modelling under IFRS 9. (2018). McCann, Fergal ; Gaffney, Edward. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/18.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2017
YearCiting document

Recent citations received in 2016
YearCiting document
2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

Full description at Econpapers || Download paper

2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:601.

Full description at Econpapers || Download paper

2016The changing shape of interest rate derivatives markets. (2016). Eren, Egemen ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1612f.

Full description at Econpapers || Download paper

2016How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

Full description at Econpapers || Download paper

Recent citations received in 2015
YearCiting document
2015Report on residential real estate and financial stability in the EU, Section 1. on Structural features of residential real estate markets. (2015). Lojschova, Adriana ; Pontuch, Peter ; Kennedy, Gerard ; Dujardin, Marine ; Akantziliotou, Calliope ; Schmidt, Alexander ; Wagner, Karin. In: MPRA Paper. RePEc:pra:mprapa:79723.

Full description at Econpapers || Download paper