analyze the role and impact of heterogeneities in euro overnight unsecured market. The empirical assessment of the functioning … against some significant events that occurred in the euro money market, such as the reform of the Eurosystem’s operational …

ratio, lending policy and holding of securities. The model is estimated on a panel of listed euro area banks and country …

This paper uses a unique dataset where credit rejections experienced by euro area firms are matched with firm and bank … the euro area during the sovereign debt crisis, and in credit developments characterising the post-crisis recovery … representation of euro area firms of small and medium size. Our findings suggest that, while firm balance sheet factors have been …

We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … policy analysis, extended to include aggregate banking sector variables. We estimate two shocks affecting the euro area … that higher capital ratios pre-crisis would have helped dampening the euro area credit and business cycle. This suggests …

total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis …

This paper studies the relationship between the business cycle and financial intermediation in the euro area. We …

This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … risk of the euro area banking system based on bilateral linkages. We then develop a Contagion Mapping (CoMap) methodology … that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a …