Journal Publications
The limits of model-based regulation (with Rainer Haselmann and Vikrant Vig), 2021, Journal of Finance (forthcoming).
The impact of G-SIB identification on bank lending: evidence from syndicated loans (with Alexander Schramm), 2021, Journal of Financial Stability (forthcoming).
Behind the scenes of the beauty contest: window dressing and the G-SIB framework (with Giacomo Mangiante, Laura Parisi, and Michael Wedow), 2021, International Journal of Central Banking (forthcoming)
Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors (with Carsten Detken, Tuomas Peltonen, and Willem Schudel), International Journal of Central Banking, 2017, Vol. 13(4): 147-189.
Procyclical capital regulation and lending (with Rainer Haselmann and Paul Wachtel), Journal of Finance, 2016, Vol. 71(2): 919-956.
Current Working Papers
A dynamic model of bank behaviour under multiple regulatory constraints (with Claudio Daminato and Carmelo Salleo), 2019, ECB Working Paper No. 2233.
Other Publications
Macroprudential capital buffers - objectives and usability (with Elena Rancoita and Costanza Rodriguez d'Acri), 2020, ECB Macroprudential Bulletin, October issue.
On the interaction between different bank liquidity requirements (with Renzo Corrias and Magdalena Rola-Janicka), 2019, ECB Macroprudential Bulletin, October issue.
Does the G-SIB framework incentivise window-dressing behaviour? Evidence from G-SIBs and reporting banks (with Giacomo Mangiante, Laura Parisi, and Michael Wedow), 2018, ECB Macroprudential Bulletin, October issue.
Assessing the costs and benefits of capital-based macroprudential policy (with Marco Gross and Tuomas Peltonen), 2016, ECB Working Paper No. 1935.
Setting countercyclical capital buffers based on early-warning models: Would it work? (with Carsten Detken, Tuomas Peltonen, and Willem Schudel), 2013, ECB Working Paper No. 1604.
Welche Aussagekraft haben Länderratings? Eine empirische Modellierung der Ratingvergabe während der europäischen Staatsschuldenkrise (with Rainer Haselmann, Jonas Sobott, Rüdiger Weber, and Dorje Wulf), Zeitschrift für betriebswirtschaftliche Forschung, 2013, Vol. 65(2): 2-31.