Lang, Jan Hannes

ECB Working Paper Series

2018
Lang, Jan Hannes, Welz, Peter
Semi-structural credit gap estimation
No 2194
Lang, Jan Hannes, Peltonen, Tuomas A., Sarlin, Peter
A framework for early-warning modeling with an application to banks
No 2182
Lang, Jan Hannes
Cross-country linkages and spill-overs in early warning models for financial crises
No 2160
2017
Smith, Jonathan Acosta, Grill, Michael, Lang, Jan Hannes
The leverage ratio, risk-taking and bank stability
No 2079

ECB Occasional Paper Series

2019
Lang, Jan Hannes, Izzo, Cosimo, Fahr, Stephan, Ruzicka, Josef
Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
No 219
2017
Lo Duca, Marco, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes, Detken, Carsten, Peltonen, Tuomas A.
A new database for financial crises in European countries
No 194

ECB Macroprudential Bulletin Articles

2019
Lang, Jan Hannes, Forletta, Marco
Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
No 9

ECB Financial Stability Review Article

2018
Detken, Carsten, Fahr, Stephan, Lang, Jan Hannes
Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator
2017
Lang, Jan Hannes, Welz, Peter
Measuring Credit Gaps for Macroprudential Policy
2015
Grill, Michael, Lang, Jan Hannes, Smith, Jonathan
The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability