Details about Raymond Chaudron
Access statistics for papers by Raymond Chaudron.
Last updated 2019-03-11. Update your information in the RePEc Author Service.
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- Developing macroprudential policy for alternative investment funds
Occasional Paper Series, European Central Bank
Also in DNB Occasional Studies, Netherlands Central Bank, Research Department (2017)
- Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks
DNB Working Papers, Netherlands Central Bank, Research Department View citations (3)
- Identifying and dating systemic banking crises using incidence and size of bank failures
DNB Working Papers, Netherlands Central Bank, Research Department View citations (28)
- Bank's interest rate risk and profitability in a prolonged environment of low interest rates
Journal of Banking & Finance, 2018, 89, (C), 94-104 View citations (4)
- Towards a Framework for Calibrating Macroprudential Leverage Limits for Alternative Investment Funds
Financial Stability Review, 2016, 2
- Dating banking crises using incidence and size of bank failures: Four crises reconsidered
Journal of Financial Stability, 2014, 15, (C), 63-75 View citations (18)
- Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data
A chapter in Are post-crisis statistical initiatives completed?, 2019, vol. 49
- The advantages of random sampling versus cutting-of-the-tail: the application of a stratified sample design for the collection of data on special financial institutions in the Netherlands
A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39
- How to capture securitisation and structured debt instruments
A chapter in Proceedings of the IFC Workshop on "Challenges to improve global comparison of securities statistics", Washington DC, March 2008, 2009, vol. 29, pp 133-141 View citations (1)
- Collecting data on securities used in reverse transactions for the compilation of portfolio investment - how to compromise between theory and pracice
A chapter in The IFC's contribution to the 56th ISI Session, Lisbon, August 2007, 2008, vol. 28, pp 281-285
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