Working Paper

What Drives the Relationship between Bank and Sovereign Credit Risk?

– Working Paper 07/2016 by Isabel Schnabel and Ulrich Schüwer (Download)

Working Paper

An Analysis of Euro Area Bond Maturities and Simulation of the Introduction of New CACs

– Working Paper 11/2016 by Frederik Eidam (Download)

Working Paper

Creditor participation clauses: Making orderly sovereign debt restructuring feasible in the Eurozone

– Post on the VoxEU blog by Jochen Andritzky, Lars P. Feld, Christoph M. Schmidt, Isabel Schnabel and Volker Wieland

Working Paper

A proposal for ending the privileges for sovereign exposures in banking regulation

– VoxEU blog post by Jochen Andritzky, Niklas Gadatsch, Tobias Körner, Alexander Schäfer and Isabel Schnabel

Report

Risks From low Interest Rates - Opportunities From the Capital Markets Union

– Annual Report 2015/16, Chapter 5 (Download)

Working Paper

Real Effects of Sovereign Bond Market Spillovers in the Euro Area

– Working Paper 01/2015 by Niklas Gadatsch (Download)