Supervisory Research and Analysis Working Papers

Variable Annuities: Underlying Risks and Sensitivities Variable Annuities: Underlying Risks and Sensitivities
Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses
The Shift from Active to Passive Investing: Potential Risks to Financial Stability? The Shift from Active to Passive Investing: Potential Risks to Financial Stability?
Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015 Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015
Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
Optimal Delegation Under Unknown Bias: The Role of Concavity Optimal Delegation Under Unknown Bias: The Role of Concavity