Dr. Marcel Bluhm

Program Area:: Financial Institutions
Position:: External Researcher, CFS/SAFE Fellow
Institution:: Hong Kong Monetary Authority
Email:: mbluhm@hkma.gov.hk
Website

SAFE Publications

Author/s	Title	Research Area	Published
Marcel Bluhm, Jan Pieter Krahnen	Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets Journal of Financial Stability	Systemic Risk Lab, Macro Finance	2014
Marcel Bluhm	Persistent liquidity shocks and interbank funding Journal of Financial Stability	Financial Institutions, Systemic Risk Lab	2018

SAFE Working Papers

No.	Author/s	Title	Research Area
12	Marcel Bluhm, Ester Faia, Jan Pieter Krahnen	Endogenous Banks’ Networks, Cascades and Systemic Risk	Systemic Risk Lab, Macro Finance
48	Marcel Bluhm, Jan Pieter Krahnen	Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets	Systemic Risk Lab, Macro Finance
46	Marcel Bluhm, Ester Faia, Jan Pieter Krahnen	Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk	Systemic Risk Lab, Macro Finance
117	Marcel Bluhm	Interbank Funding as Insurance Mechanism for (Persistent) Liquidity Shocks	Financial Institutions

SAFE Research Projects

Researcher	Project	Category	Status	Project Duration	Publication Count
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen	On the Determinants of Interbank Networks	Financial Institutions, Systemic Risk Lab	Ongoing	2013	1

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