solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and … non-life business and we calibrate it using country level data to make it representative of the major euro area insurance …

solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and … non-life business and we calibrate it using country level data to make it representative of the major euro area insurance …

euro area and for supervising all euro area banks in order to ensure their safety and soundness, some directly and some …

We analyse the interaction between monetary and macroprudential policies in the euro area by means of a two …-country DSGE model with financial frictions and cross-border spillover effects. We calibrate the model for the four largest euro area …

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …

solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and … non-life business and we calibrate it using country level data to make it representative of the major euro area insurance …

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 develop a Contagion Mapping model fully calibrated … tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non …

total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis … particular with changes in its own lag, the shortterm interest rate, stock market returns and real GDP growth. They also show …