Details about Raymond Frédéric Dirk Daniel Chaudron

Access statistics for papers by Raymond Frédéric Dirk Daniel Chaudron.

Last updated 2024-07-19. Update your information in the RePEc Author Service.

Short-id: pch1445

Working Papers

2020

1. Banks net interest margins and interest rate risk: communicating vessels?
   Working Papers, DNB View citations (2)
   See also Journal Article Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?, Journal of Financial Services Research, Springer (2023) (2023)

2017

2. Developing macroprudential policy for alternative investment funds
   Occasional Paper Series, European Central Bank View citations (6)

Journal Articles

2023

1. Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?
   Journal of Financial Services Research, 2023, 63, (1), 35-62
   See also Working Paper Banks net interest margins and interest rate risk: communicating vessels?, Working Papers (2020) View citations (2) (2020)

2018

2. 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 (20)

2016

3. Towards a Framework for Calibrating Macroprudential Leverage Limits for Alternative Investment Funds
   Financial Stability Review, 2016, 2

2014

4. Dating banking crises using incidence and size of bank failures: Four crises reconsidered
   Journal of Financial Stability, 2014, 15, (C), 63-75 View citations (53)

Chapters

2019

1. 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

2015

2. 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 View citations (1)

2009

3. 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)

2008

4. 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 View citations (1)