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Grzegorz Halaj
Grzegorz Halaj
European Central Bank
Dirección de correo verificada de bankofcanada.ca - Página principal
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Assessing interbank contagion using simulated networks
G Hałaj, C Kok
Computational Management Science 10, 157-186, 2013
1632013
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
1472018
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
1342013
Modelling the emergence of the interbank networks
G Haᴌaj, C Kok
Quantitative Finance 15 (4), 653-671, 2015
932015
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
892018
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok
Journal of Economic Dynamics and Control 133, 104266, 2021
572021
Optimal asset structure of a bank-bank reactions to stressful market conditions
G Halaj
ECB Working Paper, 2013
372013
Przegląd metod badania płynności banków
G Hałaj
Bank i kredyt, 14-27, 2008
272008
Agent-based model of system-wide implications of funding risk
G Halaj
ECB Working Paper, 2018
252018
Simulating fire sales in a system of banks and asset managers
S Calimani, G Hałaj, D Żochowski
Journal of Banking & Finance 138, 105707, 2022
182022
System-wide implications of funding risk
G Hałaj
Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018
162018
Dynamic balance sheet model with liquidity risk
G Hałaj
International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016
162016
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions
G Halaj, S Priazhkina
Bank of Canada Working Paper, 2021
14*2021
Simulating fire-sales in a banking and shadow banking system
S Calimani, G Hałaj, D Żochowski
ESRB: Working Paper Series, 2017
142017
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
132018
Grupy strategiczne w polskim sektorze bankowym
G Hałaj, D Żochowski
Narodowy Bank Polski. Departament Komunikacji Społecznej, 2007
92007
Resilience of Canadian banks to funding liquidity shocks
G Hałaj
Latin American Journal of Central Banking 1 (1-4), 100002, 2020
72020
A top-down liquidity stress test framework
G Hałaj, D Laliotis
Satellite Models, 168, 2017
72017
Systemic implications of the European bail-in tool: A multi-layered network analysis
G Hałaj, AC Hüser, C Kok, C Perales, A van der Kraaij
Financial Stability Review 1, 2016
72016
Sketching a roadmap for systemic liquidity stress tests
G Hałaj, J Henry
Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017
52017
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