Grzegorz Halaj
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Halaj |
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Affiliations
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Bank of Canada (weight: 50%)
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European Central Bank (weight: 50%)
Research profile
author of:
- COVID and Financial Stability: Practice Ahead of Theory
Discussion Papers, Bank of Canada (2022)
by Jing Yang & Hélène Desgagnés & Grzegorz Halaj & Yaz Terajima
(ReDIF-paper, bca:bocadp:22-18) - Interconnected Banks and Systemically Important Exposures
Staff Working Papers, Bank of Canada (2019)
by Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok
(ReDIF-paper, bca:bocawp:19-44) - Interbank Asset-Liability Networks with Fire Sale Management
Staff Working Papers, Bank of Canada (2020)
by Zachary Feinstein & Grzegorz Halaj
(ReDIF-paper, bca:bocawp:20-41) - Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions
Staff Working Papers, Bank of Canada (2021)
by Grzegorz Halaj & Sofia Priazhkina
(ReDIF-paper, bca:bocawp:21-35) - Decomposing Systemic Risk: The Roles of Contagion and Common Exposures
Staff Working Papers, Bank of Canada (2024)
by Grzegorz Halaj & Ruben Hipp
(ReDIF-paper, bca:bocawp:24-19) - A macro stress testing framework for assessing systemic risks in the banking sector
Occasional Paper Series, European Central Bank (2013)
by Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow,
(ReDIF-paper, ecb:ecbops:2013152) - Assessing interbank contagion using simulated networks
Working Paper Series, European Central Bank (2013)
by Kok, Christoffer & Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20131506) - Optimal asset structure of a bank - bank reactions to stressful market conditions
Working Paper Series, European Central Bank (2013)
by Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20131533) - Modeling emergence of the interbank networks
Working Paper Series, European Central Bank (2014)
by Kok, Christoffer & Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20141646) - Dynamic balance sheet model with liquidity risk
Working Paper Series, European Central Bank (2016)
by Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20161896) - Bank capital structure and the credit channel of central bank asset purchases
Working Paper Series, European Central Bank (2016)
by Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20161916) - The systemic implications of bail-in: a multi-layered network approach
Working Paper Series, European Central Bank (2017)
by Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton
(ReDIF-paper, ecb:ecbwps:20172010) - Agent-based model of system-wide implications of funding risk
Working Paper Series, European Central Bank (2018)
by Hałaj, Grzegorz
(ReDIF-paper, ecb:ecbwps:20182121) - Interconnected banks and systemically important exposures
Working Paper Series, European Central Bank (2019)
by Roncoroni, Alan & Battiston, Stefano & D'Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer
(ReDIF-paper, ecb:ecbwps:20192331) - Simulating fire sales in a system of banks and asset managers
Working Paper Series, European Central Bank (2020)
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
(ReDIF-paper, ecb:ecbwps:20202373) - Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks
Financial Stability Review, European Central Bank (2013)
by Hałaj, Grzegorz & Kok, Christoffer & Montagna, Mattia
(ReDIF-article, ecb:fsrart:2013:0002:3) - Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis
Financial Stability Review, European Central Bank (2016)
by Hałaj, Grzegorz & Hüser, Anne-Caroline & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton
(ReDIF-article, ecb:fsrart:2016:0001:2) - Interconnected banks and systemically important exposures
Journal of Economic Dynamics and Control, Elsevier (2021)
by Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer
(ReDIF-article, eee:dyncon:v:133:y:2021:i:c:s0165188921002013) - The missing links: A global study on uncovering financial network structures from partial data
Journal of Financial Stability, Elsevier (2018)
by Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Lu
(ReDIF-article, eee:finsta:v:35:y:2018:i:c:p:107-119) - How did the Greek credit event impact the credit default swap market?
Journal of Financial Stability, Elsevier (2018)
by Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin
(ReDIF-article, eee:finsta:v:35:y:2018:i:c:p:136-158) - The systemic implications of bail-in: A multi-layered network approach
Journal of Financial Stability, Elsevier (2018)
by Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton
(ReDIF-article, eee:finsta:v:38:y:2018:i:c:p:81-97) - Simulating fire sales in a system of banks and asset managers
Journal of Banking & Finance, Elsevier (2022)
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
(ReDIF-article, eee:jbfina:v:138:y:2022:i:c:s037842661930281x) - Resilience of Canadian banks to funding liquidity shocks
Latin American Journal of Central Banking (previously Monetaria), Elsevier (2020)
by Hałaj, Grzegorz
(ReDIF-article, eee:lajcba:v:1:y:2020:i:1:s2666143820300028) - System-wide implications of funding risk
Physica A: Statistical Mechanics and its Applications, Elsevier (2018)
by Hałaj, Grzegorz
(ReDIF-article, eee:phsmap:v:503:y:2018:i:c:p:1151-1181) - Strategic Groups and Banks’ Performance
Financial Theory and Practice, Institute of Public Finance (2009)
by Grzegorz Halaj & Dawid Zochowski
(ReDIF-article, ipf:finteo:v:33:y:2009:i:2:p:153-186) - Strategic groups in Polish banking sector and financial stability
MPRA Paper, University Library of Munich, Germany (2006)
by Hałaj, Grzegorz & Żochowski, Dawid
(ReDIF-paper, pra:mprapa:326) - Risk-based decisions on assets structure of a bank — partially observed economic conditions
MPRA Paper, University Library of Munich, Germany (2006)
by Hałaj, Grzegorz
(ReDIF-paper, pra:mprapa:523) - Contagion effect in banking system - measures based on randomised loss scenarios
MPRA Paper, University Library of Munich, Germany (2006)
by Hałaj, Grzegorz
(ReDIF-paper, pra:mprapa:525) - Assessing interbank contagion using simulated networks
Computational Management Science, Springer (2013)
by Grzegorz Hałaj & Christoffer Kok
(ReDIF-article, spr:comgts:v:10:y:2013:i:2:p:157-186) - Simulating fire-sales in a banking and shadow banking system
ESRB Working Paper Series, European Systemic Risk Board (2017)
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
(ReDIF-paper, srk:srkwps:201746) - The missing links: A global study on uncovering financial network structures from partial data
ESRB Working Paper Series, European Systemic Risk Board (2017)
by Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu
(ReDIF-paper, srk:srkwps:201751) - Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information
Applied Mathematical Finance, Taylor & Francis Journals (2008)
by Grzegorz Hałaj
(ReDIF-article, taf:apmtfi:v:15:y:2008:i:4:p:305-329) - Modelling the emergence of the interbank networks
Quantitative Finance, Taylor & Francis Journals (2015)
by Grzegorz Haᴌaj & Christoffer Kok
(ReDIF-article, taf:quantf:v:15:y:2015:i:4:p:653-671) - Dynamic Balance Sheet Model With Liquidity Risk
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2016)
by Grzegorz Hałaj
(ReDIF-article, wsi:ijtafx:v:19:y:2016:i:07:n:s0219024916500527)