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Grzegorz Halaj
Grzegorz Halaj
European Central Bank
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, 157-186, 2013
1682013
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
1542018
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
1452013
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
942018
Modelling the emergence of the interbank networks
G Haᴌaj, C Kok
Quantitative Finance 15 (4), 653-671, 2015
942015
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
672021
Optimal asset structure of a bank-bank reactions to stressful market conditions
G Hałaj
ECB working paper, 2013
392013
Przegląd metod badania płynności banków
G Hałaj
Bank i kredyt, 14-27, 2008
302008
Agent-based model of system-wide implications of funding risk
G Hałaj
ECB Working Paper, 2018
272018
Simulating fire sales in a system of banks and asset managers
S Calimani, G Hałaj, D Żochowski
Journal of Banking & Finance 138, 105707, 2022
242022
System-wide implications of funding risk
G Hałaj
Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018
182018
Dynamic balance sheet model with liquidity risk
G Hałaj
International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016
172016
Interbank asset-liability networks with fire sale management
Z Feinstein, G Hałaj
Journal of Economic Dynamics and Control 155, 104734, 2023
152023
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
A top-down liquidity stress test framework
G Hałaj, D Laliotis
Satellite Models, 168, 2017
82017
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
82016
Resilience of Canadian banks to funding liquidity shocks
G Hałaj
Latin American Journal of Central Banking 1 (1-4), 100002, 2020
72020
Stressed but not helpless: Strategic behavior of banks under adverse market conditions
G Halaj, S Priazhkina
Bank of Canada Staff Working Paper, 2021
62021
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