Grzegorz Halaj
Grzegorz Halaj
Verified email at bankofcanada.ca - Homepage
Title
Cited by
Cited by
Year
Assessing interbank contagion using simulated networks
G Hałaj, C Kok
Computational Management Science 10 (2-3), 157-186, 2013
1222013
A macro stress testing framework for assessing systemic risks in the banking sector
J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ...
ECB Occasional Paper, 2013
962013
The missing links: A global study on uncovering financial network structures from partial data
K Anand, I van Lelyveld, Á Banai, S Friedrich, R Garratt, G Hałaj, J Fique, ...
Journal of Financial Stability 35, 107-119, 2018
812018
Modelling the emergence of the interbank networks
G Haᴌaj, C Kok
Quantitative Finance 15 (4), 653-671, 2015
672015
Optimal asset structure of a bank-bank reactions to stressful market conditions
G Hałaj
ECB Working Paper, 2013
282013
The systemic implications of bail-in: a multi-layered network approach
AC Hüser, G Halaj, C Kok, C Perales, AF van der Kraaij
Ecb working paper, 2017
272017
The systemic implications of bail-in: a multi-layered network approach
AC Hüser, G Hałaj, C Kok, C Perales, A van der Kraaij
Journal of Financial Stability 38, 81-97, 2018
252018
Przegląd metod badania płynności banków
G Hałaj
Bank i kredyt, 14-27, 2008
202008
Simulating fire-sales in a banking and shadow banking system
S Calimani, G Hałaj, D Żochowski
ESRB Working Paper Series, 2017
132017
How did the Greek credit event impact the credit default swap market?
G Hałaj, TA Peltonen, M Scheicher
Journal of Financial Stability 35, 136-158, 2018
112018
Agent-based model of system-wide implications of funding risk
G Halaj
ECB Working Paper, 2018
112018
Dynamic balance sheet model with liquidity risk
G Hałaj
International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016
82016
Grupy strategiczne w polskim sektorze bankowym
G Hałaj, D Żochowski
Narodowy Bank Polski. Departament Komunikacji Społecznej, 2007
82007
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D'Errico, G Hałaj, C Kok
ECB Working Paper, 2019
52019
Systemic implications of the European bail-in tool: A multi-layered network analysis
G Halaj, AC Hüser, C Kok, C Perales, A van der Kraaij
Financial Stability Review 1, 2016
52016
Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information
G Hałaj
Applied Mathematical Finance 15 (4), 305-329, 2008
52008
System-wide implications of funding risk
G Hałaj
Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018
42018
Sketching a roadmap for systemic liquidity stress tests
G Hałaj, J Henry
Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017
42017
Sketching a roadmap for systemic liquidity stress tests
G Hałaj, J Henry
Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017
42017
Strategic groups in Polish banking sector and financial stability
G Hałaj, D Żochowski
42006
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Articles 1–20