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Michael Grill

12 April 2021
A theoretical model analysing investment funds’ liquidity management and policy measures
English
12 April 2021
The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?
English
12 April 2021
How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil
English
12 April 2021
Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective
English
6 February 2020
Bond market liquidity and swap market efficiency – what role does the repo market play?
Economic Bulletin Issue ,
English
29 October 2019
Investigating initial margin procyclicality and corrective tools using EMIR data
English
19 December 2018
Re-use of collateral: leverage, volatility, and welfare
English
29 November 2018
Counterparty and liquidity risks in exchange-traded funds
Financial Stability Review Issue ,
English
2 October 2018
The implications of removing repo assets from the leverage ratio
English
30 April 2018
How competition and regulation drive bank and investment fund risk profiles and their market shares
English
29 November 2017
Recent Developments in Euro Area Repo Markets, Regulatory Reforms and their Impact on Repo Market Functioning
Financial Stability Review Issue ,
English
20 June 2017
The leverage ratio, risk-taking and bank stability
English
24 November 2016
Towards a Framework for Calibrating Macroprudential Leverage Limits for Alternative Investment Funds
Financial Stability Review Issue ,
English
30 August 2016
Credit constraints and the international propagation of US financial shocks
English
24 May 2016
A Case for Macroprudential Margins and Haircuts
Financial Stability Review Issue ,
English
25 November 2015
The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability
Financial Stability Review Issue ,
English
25 July 2014
Margin regulation and volatility
English