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Sam Langfield

Personal Details

First Name:Sam
Middle Name:
Last Name:Langfield
Suffix:
RePEc Short-ID:pla829
http://www.samlangfield.com

Affiliation

(88%) European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

(12%) Sloan School of Management
Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (United States)
http://mitsloan.mit.edu/
RePEc:edi:ssmitus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
  2. Alogoskoufis, Spyros & Langfield, Sam, 2018. "Regulating the doom loop," ESRB Working Paper Series 74, European Systemic Risk Board.
  3. Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018. "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series 15, European Systemic Risk Board.
  4. Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers 12525, C.E.P.R. Discussion Papers.
  5. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies: Safety in the tranches," Discussion Papers 1627, Centre for Macroeconomics (CFM).
    • Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
  6. Ferrara, Gerardo & Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2016. "Systemic illiquidity in the interbank network," Bank of England working papers 586, Bank of England, revised 14 Aug 2017.
  7. Abad, Jorge & Aldasoro, Iñaki & Aymanns, Christoph & D'Errico, Marco & Hoffmann, Peter & Langfield, Sam & Neychev, Martin & Roukny, Tarik & Rousová, Linda, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.
  8. Gros, Daniel & Lane, Philip R. & Langfield, Sam & Matikainen, Sini & Pagano, Marco & Schoenmaker, Dirk & Suarez, Javier, 2016. "Too late, too sudden: Transition to a low-carbon economy and systemic risk," Report of the Advisory Scientific Committee 6, European Systemic Risk Board.
  9. Sam Langfield & Marco Pagano, 2015. "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers 408, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  10. Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014. "Is Europe Overbanked?," Report of the Advisory Scientific Committee 4, European Systemic Risk Board.
  11. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Bank of England working papers 516, Bank of England.
  12. Daniel Gros & Sam Langfield & Marco Pagano & Dirk Schoenmaker, 2014. "Allocating macro-prudential powers," Report of the Advisory Scientific Committee 5, European Systemic Risk Board.
  13. Ivan Alves & Stijn Ferrari & Pietro Franchini & Jean-Cyprien Heam & Pavol Jurca & Sam Langfield & Sebastiano Laviola & Franka Liedorp & Antonio Sánchez & Santiago Tavolaro & Guillaume Vuillemey, 2013. "The structure and resilience of the European interbank market," ESRB Occasional Paper Series 03, European Systemic Risk Board.
  14. Beck, Roland & Langfield, Sam & Ĉervená, Marianna & Cocozza, Emidio & Francart, Alexandre & Pulst, Daniela & Ostrovskis, Gundars & Manolov, Stoyan & Evdjic, Stefanie & Jimborean, Ramona & Hake, Mariya, 2012. "Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment," Occasional Paper Series 136, European Central Bank.
  15. Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012. "Bank ratings: what determines their quality?," Working Paper Series 1484, European Central Bank.

    repec:srk:srkops:201609 is not listed on IDEAS

Articles

  1. Spyros Alogoskoufis & Sam Langfield, 2020. "Regulating the Doom Loop," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 251-292, September.
  2. Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2019. "Systemic illiquidity in the interbank network," Quantitative Finance, Taylor & Francis Journals, vol. 19(11), pages 1779-1795, November.
  3. Peter Hoffmann & Sam Langfield & Federico Pierobon & Guillaume Vuillemey, 2019. "Who Bears Interest Rate Risk?," The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 2921-2954.
  4. Hoffmann, Peter & Klaus, Benjamin & Langfield, Sam, 2018. "The distribution of interest rate risk in the euro area," Financial Stability Review, European Central Bank, vol. 1.
  5. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
  6. Sam Langfield & Marco Pagano, 2016. "Bank bias in Europe: effects on systemic risk and growth," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 51-106.
  7. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
  8. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
  9. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.

    RePEc:bla:ecpoli:v:28:y:2013:i:74:p:289-333 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2012-10-20 2012-11-11 2013-11-16 2015-07-04 2017-02-12 2018-05-28 2018-10-29 2018-11-26 2019-09-16. Author is listed
  2. NEP-RMG: Risk Management (8) 2012-10-20 2012-11-11 2013-11-16 2017-02-12 2018-04-30 2018-05-28 2018-10-29 2019-09-16. Author is listed
  3. NEP-EEC: European Economics (7) 2012-10-20 2012-11-11 2016-09-25 2018-04-30 2018-05-28 2018-10-29 2019-09-16. Author is listed
  4. NEP-CBA: Central Banking (4) 2012-10-20 2018-04-30 2018-11-26 2019-09-16
  5. NEP-MAC: Macroeconomics (4) 2016-10-09 2018-04-30 2018-04-30 2018-11-26
  6. NEP-MST: Market Microstructure (4) 2018-02-05 2018-02-26 2018-08-13 2021-02-15
  7. NEP-CMP: Computational Economics (3) 2016-10-09 2018-05-28 2019-09-16
  8. NEP-FMK: Financial Markets (2) 2013-11-16 2018-10-29
  9. NEP-REG: Regulation (2) 2012-10-20 2012-11-11
  10. NEP-DGE: Dynamic General Equilibrium (1) 2018-01-22
  11. NEP-ENE: Energy Economics (1) 2017-05-28
  12. NEP-ENV: Environmental Economics (1) 2017-05-28
  13. NEP-EUR: Microeconomic European Issues (1) 2017-03-26
  14. NEP-MON: Monetary Economics (1) 2018-11-26
  15. NEP-NET: Network Economics (1) 2014-12-24
  16. NEP-RES: Resource Economics (1) 2017-05-28

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