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ESRB Occasional Paper Series / European Systemic Risk Board

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
10
Impact Factor
3.25
5 Years IF
3.23
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 0.13 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 0.19 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 0.12
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 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 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 0.27
2007 0 0.41 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 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 0.2
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 42 0 1 1 0 0 0.24
2014 2.75 0.54 2 2.75 4 8 58 16 16 4 11 4 11 0 4 1 0.28
2015 1.71 0.54 2.1 1.5 2 10 13 21 37 7 12 8 12 5 23.8 1 0.5 0.28
2016 2.17 0.57 2.77 1.6 3 13 66 36 73 6 13 10 16 0 5 1.67 0.29
2017 4.4 0.58 3.73 2.85 2 15 22 56 129 5 22 13 37 0 0 0.28
2018 5 0.6 3.94 3.57 2 17 0 67 196 5 25 14 50 0 1 0.5 0.31
2019 3.25 0.65 3.59 3.23 0 17 0 61 257 4 13 13 42 0 0 0.38
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.

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57
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.

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52
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.

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49
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.

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26
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.

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18
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.

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14
72017A 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.

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13
82016Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609.

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12
92017Assessing the cyclical implications of IFRS 9 – a recursive model. (2017). Suarez, Javier ; Abad, Jorge. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712.

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10
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.

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10
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.

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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.

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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.

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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.

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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

31
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

25
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

22
42017A 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

13
52017Assessing 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

10
62013Assessing 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

8
72013The 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

8
82015Identifying 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
92016Indirect 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

6
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

4
Citing documents used to compute impact factor: 13
YearTitle
2019Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019219.

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2019Real-estate concentration in the Irish banking system. (2019). Shaw, Frances ; Nevin, Ciaran ; Lyons, Paul. In: Financial Stability Notes. RePEc:cbi:fsnote:4/fs/19.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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2019Should the CCYB be enhanced with a sectoral dimension? The case of Italy. (2019). Pacella, Claudia ; Fiori, Roberta . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_499_19.

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2019European macroprudential database. (2019). Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano ; Boh, Samo ; Veiga, Joao ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Koban, Anne. In: Statistics Paper Series. RePEc:ecb:ecbsps:201932.

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2019Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019.

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2019The Procyclicality of Banking: Evidence from the Euro Area. (2019). Laeven, Luc ; Huizinga, Harry. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13605.

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2019The cyclicality in SICR: mortgage modelling under IFRS 9. (2019). McCann, Fergal ; Gaffney, Edward. In: ESRB Working Paper Series. RePEc:srk:srkwps:201992.

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2019The Procyclicality of Banking : Evidence from the Euro Area. (2019). Laeven, Luc ; Huizinga, Harry. In: Discussion Paper. RePEc:tiu:tiucen:d164bcc2-bc8b-46b7-9ab8-c660eea69bf6.

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2019The procyclicality of banking: evidence from the euro area. (2019). Laeven, Luc ; Huizinga, Harry. In: Working Paper Series. RePEc:ecb:ecbwps:20192288.

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2019Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise. (2019). Krahnen, Jan ; Wahrenburg, Mark ; Haselmann, Rainer. In: SAFE Policy Reports. RePEc:zbw:safepr:1.

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2019Measuring the procyclicality of impairment accounting regimes: a comparison between IFRS 9 and US GAAP. (2019). Buesa, Alejandro ; Tarancon, Javier ; Poblacion, Francisco Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20192347.

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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.

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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.

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

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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.

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