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Grill, Michael

ECB Working Paper Series

2018
Brumm, Johannes, Grill, Michael, Kubler, Felix, Schmedders, Karl
Re-use of collateral: leverage, volatility, and welfare
No 2218
2017
Smith, Jonathan Acosta, Grill, Michael, Lang, Jan Hannes
The leverage ratio, risk-taking and bank stability
No 2079
2016
Hilberg, Björn, Grill, Michael, Metiu, Norbert
Credit constraints and the international propagation of US financial shocks
No 1954
2014
Brumm, Johannes, Kubler, Felix, Grill, Michael, Schmedders, Karl
Margin regulation and volatility
No 1698

ECB Financial Stability Review Article

2018
Grill, Michael, Lambert, Claudia, Marquardt, Philipp, Watfe, Gibran, Weistroffer, Christian
Counterparty and liquidity risks in exchange-traded funds
2017
Grill, Michael, Jakovicka, Julija, Lambert, Claudia, Nicoloso, Pascal, Steininger, Lea, Wedow, Michael
Recent Developments in Euro Area Repo Markets, Regulatory Reforms and their Impact on Repo Market Functioning
2016
Battistini, Niccolò, Grill, Michael, Marmara, Pierre, van der Veer, Koen
A Case for Macroprudential Margins and Haircuts
van der Veer, Koen, Levels, Anouk, Chaudron, Raymond, Grill, Michael, Petrescu, Monica, Weistroffer, Christian, Molestina Vivar, Luis
Towards a Framework for Calibrating Macroprudential Leverage Limits for Alternative Investment Funds
2015
Grill, Michael, Lang, Jan Hannes, Smith, Jonathan
The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability

ECB Economic Bulletin Box

2020
Fritsche, Jan Philipp, Grill, Michael, Lambert, Claudia
Bond market liquidity and swap market efficiency – what role does the repo market play?

ECB Macroprudential Bulletin Articles

2019
Cominetta, Matteo, Grill, Michael, Jukonis, Audrius
Investigating initial margin procyclicality and corrective tools using EMIR data
No 9
2018
Fritsche, Jan Philipp, Grill, Michael, Lambert, Claudia
The implications of removing repo assets from the leverage ratio
No 6
Grill, Michael, Kalyaeva, Daria, Lambert, Claudia
How competition and regulation drive bank and investment fund risk profiles and their market shares
No 5