ESRB Occasional Paper Series / European Systemic Risk Board
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
10
Impact Factor (IF)
0.2
5 Years IF
0.1
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 | |
| 2012 | 0 | 0.67 | 1 | 0 | 1 | 1 | 4 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0.36 | |||
| 2013 | 0 | 0.64 | 0.5 | 0 | 3 | 4 | 77 | 2 | 3 | 1 | 1 | 0 | 2 | 0.67 | 0.34 | |||
| 2014 | 3 | 0.67 | 2.13 | 3 | 4 | 8 | 129 | 17 | 20 | 4 | 12 | 4 | 12 | 0 | 4 | 1 | 0.34 | |
| 2015 | 3 | 0.65 | 3.2 | 2.63 | 2 | 10 | 25 | 32 | 52 | 7 | 21 | 8 | 21 | 5 | 15.6 | 2 | 1 | 0.36 |
| 2016 | 2.67 | 0.63 | 3.21 | 2.4 | 4 | 14 | 132 | 45 | 97 | 6 | 16 | 10 | 24 | 0 | 5 | 1.25 | 0.34 | |
| 2017 | 3.67 | 0.61 | 3.69 | 2.71 | 2 | 16 | 126 | 59 | 156 | 6 | 22 | 14 | 38 | 0 | 0 | 0.33 | ||
| 2018 | 5.5 | 0.6 | 4.28 | 3.8 | 2 | 18 | 7 | 77 | 233 | 6 | 33 | 15 | 57 | 0 | 1 | 0.5 | 0.34 | |
| 2020 | 1 | 0.68 | 3.95 | 4.1 | 2 | 20 | 7 | 79 | 406 | 2 | 2 | 10 | 41 | 0 | 0 | 0.72 | ||
| 2021 | 1 | 0.91 | 3.26 | 3.8 | 3 | 23 | 2 | 75 | 481 | 2 | 2 | 10 | 38 | 0 | 0 | 0.37 | ||
| 2022 | 0.6 | 0.66 | 2.92 | 2.33 | 2 | 25 | 2 | 73 | 554 | 5 | 3 | 9 | 21 | 0 | 0 | 0.21 | ||
| 2023 | 0.6 | 0.5 | 1.79 | 0.89 | 3 | 28 | 2 | 50 | 604 | 5 | 3 | 9 | 8 | 2 | 4 | 1 | 0.33 | 0.16 |
| 2024 | 0.2 | 0.53 | 0.67 | 0.1 | 2 | 30 | 0 | 20 | 624 | 5 | 1 | 10 | 1 | 0 | 0 | 0.2 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Weeken, Olaf ; Boucinha, Miguel M ; Alessi, Lucia ; Bonfim, Diana ; Detken, Carsten. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers || Download paper | 124 |
| 2 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Tente, Natalia ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Frontczak, Sebastian ; Welz, Peter ; Castro, Christian ; Weeken, Olaf ; Puzanova, Natalia ; Wildmann, Nadya ; Giese, Julia. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20145. Full description at Econpapers || Download paper | 105 |
| 3 | 2017 | A new database for financial crises in European countries. (2017). Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Bengtsson, Elias ; Koban, Anne ; Peltonen, Tuomas ; Kusmierczyk, Piotr ; Basten, Marisa ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713. Full description at Econpapers || Download paper | 101 |
| 4 | 2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; D'Errico, Marco ; Rousova, Linda Fache ; Aymanns, Christoph. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers || Download paper | 95 |
| 5 | 2013 | The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Jurca, Pavol ; Heam, Jean-Cyprien ; Alves, Ivan ; Ferrari, Stijn. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers || Download paper | 53 |
| 6 | 2016 | Indirect 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 | 33 |
| 7 | 2013 | Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; el Omari, Yanis ; Kern, Steffen. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers || Download paper | 27 |
| 8 | 2017 | Assessing the cyclical implications of IFRS 9 â a recursive model. (2017). Suarez, Javier ; Abad, Jorge. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712. Full description at Econpapers || Download paper | 26 |
| 9 | 2015 | Identifying 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 | 21 |
| 10 | 2016 | Assessing shadow banking â non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Grillet-Aubert, Laurent ; Haquin, Jean-Baptiste ; Jackson, Clive . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610. Full description at Econpapers || Download paper | 14 |
| 11 | 2016 | Indirect contagion: the policy problem. (2016). Portes, Richard ; CLERC, Laurent ; Scheicher, Martin ; Giovannini, Alberto ; Peltonen, Tuomas A ; Langfield, Sam. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20169. Full description at Econpapers || Download paper | 6 |
| 12 | 2014 | Securities financing transactions and the (re)use of collateral in Europe ââ¬â An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Keller, Joachim ; Bouveret, Antoine ; Theal, John ; de Rossi, Francesco ; Picillo, Cristina ; Liu, Zijun ; Calleja, Romain ; Molitor, Philippe ; Mazzacurati, Julien ; Soderberg, Jonas. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20146. Full description at Econpapers || Download paper | 5 |
| 13 | 2012 | Money market funds in Europe and financial stability. (2012). Ansidei, Julie ; Ward, Giles ; Bengtsson, Elias ; Frison, Daniele . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201201. Full description at Econpapers || Download paper | 5 |
| 14 | 2020 | Pension schemes in the European Union: challenges and implications from macroeconomic and financial stability perspectives. (2020). Sánchez Serrano, Antonio ; Peltonen, Tuomas. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202017. Full description at Econpapers || Download paper | 5 |
| 15 | 2015 | Network analysis of the EU insurance sector. (2015). Georgiev, Stanislav ; Brinkhoff, Jeroen ; Heam, Jean-Cyprien ; Alves, Ivan ; Moldovan, Iulia . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201507. Full description at Econpapers || Download paper | 5 |
| 16 | 2018 | Indicators for the monitoring of central counterparties in the EU. (2018). Fiedor, PaweÅ ; Lapschies, Sarah ; Sobolewski, Pawe ; Alfranseder, Emanuel. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201814. Full description at Econpapers || Download paper | 4 |
| 17 | 2014 | Securities financing transactions and the (re)use of collateral in Europe ââ¬â An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Liu, Zijun ; Mazzacurati, Julien ; Keller, Joachim ; Picillo, Cristina ; Bouveret, Antoine. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201406. Full description at Econpapers || Download paper | 4 |
| 18 | 2018 | From the horseâs 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 | 4 |
| 19 | 2023 | The European significant risk transfer securitisation market. (2023). Gonzalez, Fernando ; Triandafil, Cristina Morar. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202323. Full description at Econpapers || Download paper | 3 |
| 20 | 2020 | The making of a cyber crash: a conceptual model for systemic risk in the financial sector. (2020). Ros, Greg. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202016. Full description at Econpapers || Download paper | 3 |
| 21 | 2022 | The economics of debt relief during a pandemic: lessons from the experience in Ireland. (2022). McCann, Fergal ; Gaffney, Edward. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202220. Full description at Econpapers || Download paper | 2 |
| 22 | 2021 | Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28. (2021). Suarez, Javier. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202119. Full description at Econpapers || Download paper | 2 |
| 23 | 2021 | The benefits of the Legal Entity Identifier for monitoring systemic risk JEL Classification: C81, E44, G28. (2021). Ristori, Lucia ; Durant, Dominique ; Vitellas, Dimitrios ; Aparicio, Carlos ; Calleja, Romain ; Kaminska, Beata ; Kirchner, Robert ; Dworak, Bartosz ; Garcia, Luis ; Laurent, Franois ; Pistelli, Federico ; Katsigianni, Eleni. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202118. Full description at Econpapers || Download paper | 1 |
| 24 | 2021 | The benefits of the Legal Entity Identifier for monitoring systemic risk JEL Classification: C81, E44, G28. (2021). Durant, Dominique ; Vitellas, Dimitrios ; Aparicio, Carlos ; Calleja, Romain ; Kaminska, Beata ; Kirchner, Robert ; Dworak, Bartosz ; Garcia, Luis ; Ristori, Lucia ; Suarez, Javier ; Laurent, Franois ; Pistelli, Federico ; Katsigianni, Eleni. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20210. Full description at Econpapers || Download paper | 1 |
| 25 | 2022 | The market for short-term debt securities in Europe: what we know and what we do not know. (2022). Darpeix, Pierre-Emmanuel. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202221. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Weeken, Olaf ; Boucinha, Miguel M ; Alessi, Lucia ; Bonfim, Diana ; Detken, Carsten. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers || Download paper | 18 |
| 2 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Tente, Natalia ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Frontczak, Sebastian ; Welz, Peter ; Castro, Christian ; Weeken, Olaf ; Puzanova, Natalia ; Wildmann, Nadya ; Giese, Julia. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20145. Full description at Econpapers || Download paper | 14 |
| 3 | 2017 | A new database for financial crises in European countries. (2017). Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Bengtsson, Elias ; Koban, Anne ; Peltonen, Tuomas ; Kusmierczyk, Piotr ; Basten, Marisa ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713. Full description at Econpapers || Download paper | 13 |
| 4 | 2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; D'Errico, Marco ; Rousova, Linda Fache ; Aymanns, Christoph. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers || Download paper | 12 |
| 5 | 2020 | Pension schemes in the European Union: challenges and implications from macroeconomic and financial stability perspectives. (2020). Sánchez Serrano, Antonio ; Peltonen, Tuomas. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202017. Full description at Econpapers || Download paper | 5 |
| 6 | 2017 | Assessing the cyclical implications of IFRS 9 â a recursive model. (2017). Suarez, Javier ; Abad, Jorge. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712. Full description at Econpapers || Download paper | 4 |
| 7 | 2016 | Indirect contagion: the policy problem. (2016). Portes, Richard ; CLERC, Laurent ; Scheicher, Martin ; Giovannini, Alberto ; Peltonen, Tuomas A ; Langfield, Sam. In: ESRB Occasional Paper Series. RePEc:srk:srkops:20169. Full description at Econpapers || Download paper | 4 |
| 8 | 2016 | Indirect 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 | 4 |
| 9 | 2013 | Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; el Omari, Yanis ; Kern, Steffen. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers || Download paper | 3 |
| 10 | 2023 | The European significant risk transfer securitisation market. (2023). Gonzalez, Fernando ; Triandafil, Cristina Morar. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202323. Full description at Econpapers || Download paper | 3 |
| 11 | 2013 | The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Jurca, Pavol ; Heam, Jean-Cyprien ; Alves, Ivan ; Ferrari, Stijn. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers || Download paper | 3 |
| 12 | 2015 | Identifying 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 | 2 |
| 13 | 2022 | The economics of debt relief during a pandemic: lessons from the experience in Ireland. (2022). McCann, Fergal ; Gaffney, Edward. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202220. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2024 | Towards a more realistic view on the market potential of EU securitizations. (2024). Kirschenmann, Karolin ; Bruckbauer, Frank. In: ZEW policy briefs. RePEc:zbw:zewpbs:300833. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | The European Small Business Finance Outlook 2023. (2023). Torfs, Wouter ; Gvetadze, Salome ; Kramer-Eis, Helmut ; Lang, Frank ; Botsari, Antonia. In: EIF Working Paper Series. RePEc:zbw:eifwps:283600. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
|---|
Recent citations received in 2021
| Year | Citing document |
|---|
10 most frequent citing series