Details about James Thompson Edward Chapman

Access statistics for papers by James Thompson Edward Chapman.

Last updated 2024-11-18. Update your information in the RePEc Author Service.

Short-id: pch474

Working Papers

2023

1. Central Bank Digital Currencies and Banking: Literature Review and New Questions
   Discussion Papers, Bank of Canada View citations (8)
2. Intraday liquidity around the world
   BIS Working Papers, Bank for International Settlements View citations (2)

2022

3. Macroeconomic Predictions Using Payments Data and Machine Learning
   Staff Working Papers, Bank of Canada View citations (3)
   Also in Papers, arXiv.org (2022) View citations (4)
   See also Journal Article Macroeconomic Predictions Using Payments Data and Machine Learning, Forecasting, MDPI (2023) View citations (1) (2023)

2021

4. Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19
   Staff Working Papers, Bank of Canada View citations (9)

2019

5. Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers
   Discussion Papers, Bank of Canada View citations (8)

2018

6. Asset encumbrance, bank funding and fragility
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (3)
   See also Journal Article Asset Encumbrance, Bank Funding, and Fragility, The Review of Financial Studies, Society for Financial Studies (2019) View citations (15) (2019)
7. Should Bank Capital Regulation Be Risk Sensitive?
   Staff Working Papers, Bank of Canada View citations (1)
   See also Journal Article Should bank capital regulation be risk sensitive?, Journal of Financial Intermediation, Elsevier (2021) View citations (3) (2021)

2016

8. Asset Encumbrance, Bank Funding and Financial Fragility
   Staff Working Papers, Bank of Canada View citations (3)
   Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015)
   Discussion Papers, Deutsche Bundesbank (2016) View citations (3)
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (4)

2015

9. Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework
   Discussion Papers, Bank of Canada View citations (6)
10. Shock Transmission Through International Banks: Canada
    Technical Reports, Bank of Canada View citations (4)

2014

11. Cross-Country Evidence on Transmission of Liquidity Risk through Global Banks
    Liberty Street Economics, Federal Reserve Bank of New York

2012

12. Covered bonds, core markets, and financial stability
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
13. Efficiency and Bargaining Power in the Interbank Loan Market
    Staff Working Papers, Bank of Canada View citations (7)
    See also Journal Article EFFICIENCY AND BARGAINING POWER IN THE INTERBANK LOAN MARKET, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2016) (2016)

2010

14. Central Bank Haircut Policy
    Staff Working Papers, Bank of Canada View citations (7)
    See also Journal Article Central bank haircut policy, Annals of Finance, Springer (2011) View citations (15) (2011)
15. Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
    Staff Working Papers, Bank of Canada View citations (7)

2008

16. A Model of Tiered Settlement Networks
    Staff Working Papers, Bank of Canada View citations (8)
    See also Journal Article A Model of Tiered Settlement Networks, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (8) (2013)
17. Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry
    Discussion Papers, Bank of Canada View citations (1)
18. Policy Coordination in an International Payment System
    Staff Working Papers, Bank of Canada View citations (3)
19. Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
    Staff Working Papers, Bank of Canada View citations (6)
20. Which bank is the \\"central\\" bank? an application of Markov theory to the Canadian Large Value Transfer System
    Staff Reports, Federal Reserve Bank of New York View citations (4)

2007

21. Rediscounting Under Aggregate Risk with Moral Hazard
    Staff Working Papers, Bank of Canada View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2007) View citations (12)
    See also Journal Article Rediscounting under Aggregate Risk with Moral Hazard, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (2) (2013)

Journal Articles

2023

1. Macroeconomic Predictions Using Payments Data and Machine Learning
   Forecasting, 2023, 5, (4), 1-32 View citations (1)
   See also Working Paper Macroeconomic Predictions Using Payments Data and Machine Learning, Staff Working Papers (2022) View citations (3) (2022)

2021

2. Should bank capital regulation be risk sensitive?
   Journal of Financial Intermediation, 2021, 46, (C) View citations (3)
   See also Working Paper Should Bank Capital Regulation Be Risk Sensitive?, Staff Working Papers (2018) View citations (1) (2018)

2019

3. Asset Encumbrance, Bank Funding, and Fragility
   The Review of Financial Studies, 2019, 32, (6), 2422-2455 View citations (15)
   See also Working Paper Asset encumbrance, bank funding and fragility, LSE Research Online Documents on Economics (2018) (2018)

2016

4. EFFICIENCY AND BARGAINING POWER IN THE INTERBANK LOAN MARKET
   International Economic Review, 2016, 57, (2), 691-716
   See also Working Paper Efficiency and Bargaining Power in the Interbank Loan Market, Staff Working Papers (2012) View citations (7) (2012)

2015

5. International Banking and Liquidity Risk Transmission: Evidence from Canada
   IMF Economic Review, 2015, 63, (3), 455-478 View citations (3)

2013

6. A Model of Tiered Settlement Networks
   Journal of Money, Credit and Banking, 2013, 45, (2-3), 327-347 View citations (8)
   Also in Journal of Money, Credit and Banking, 2013, 45, (2‐3), 327-347 (2013) View citations (4)
   See also Working Paper A Model of Tiered Settlement Networks, Staff Working Papers (2008) View citations (8) (2008)
7. Rediscounting under Aggregate Risk with Moral Hazard
   Journal of Money, Credit and Banking, 2013, 45, (4), 651-674 View citations (2)
   Also in Journal of Money, Credit and Banking, 2013, 45, (4), 651-674 (2013) View citations (14)
   See also Working Paper Rediscounting Under Aggregate Risk with Moral Hazard, Staff Working Papers (2007) View citations (7) (2007)

2012

8. Conference Summary: Financial Intermediation and Vulnerabilities
   Bank of Canada Review, 2012, 2012-2013, (Winter), 27-35

2011

9. Central bank haircut policy
   Annals of Finance, 2011, 7, (3), 319-348 View citations (15)
   See also Working Paper Central Bank Haircut Policy, Staff Working Papers (2010) View citations (7) (2010)
10. Liquidity Provision and Collateral Haircuts in Payments Systems
    Bank of Canada Review, 2011, 2011, (Autumn), 13-20 View citations (1)
11. Payment Networks: A Review of Recent Research
    Bank of Canada Review, 2011, 2010-2011, (Winter), 21-27 View citations (6)

2010

12. Which bank is the "central" bank?
    Journal of Monetary Economics, 2010, 57, (3), 352-363 View citations (33)

2007

13. Bounding Revenue Comparisons across Multi-Unit Auction Formats under ε-Best Response
    American Economic Review, 2007, 97, (2), 455-458 View citations (9)