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Details about Raymond Chaudron

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Workplace:de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)

Access statistics for papers by Raymond Chaudron.

Last updated 2019-03-11. Update your information in the RePEc Author Service.

Short-id: pch1445


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Working Papers

2017

  1. Developing macroprudential policy for alternative investment funds
    Occasional Paper Series, European Central Bank Downloads
    Also in DNB Occasional Studies, Netherlands Central Bank, Research Department (2017) Downloads

2016

  1. 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 Downloads View citations (3)

2014

  1. Identifying and dating systemic banking crises using incidence and size of bank failures
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (28)

Journal Articles

2018

  1. Bank's interest rate risk and profitability in a prolonged environment of low interest rates
    Journal of Banking & Finance, 2018, 89, (C), 94-104 Downloads View citations (4)

2016

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

2014

  1. Dating banking crises using incidence and size of bank failures: Four crises reconsidered
    Journal of Financial Stability, 2014, 15, (C), 63-75 Downloads View citations (18)

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 Downloads

2015

  1. 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 Downloads

2009

  1. 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 Downloads View citations (1)

2008

  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 Downloads
 
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