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Details about James Thompson Edward Chapman

Homepage:http://www.bankofcanada.ca/ec/jchapman/
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by James Thompson Edward Chapman.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pch474


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Working Papers

2022

  1. Macroeconomic Predictions Using Payments Data and Machine Learning
    Staff Working Papers, Bank of Canada Downloads View citations (1)

2021

  1. Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19
    Staff Working Papers, Bank of Canada Downloads View citations (8)

2019

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

2018

  1. Should Bank Capital Regulation Be Risk Sensitive?
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    See also Journal Article Should bank capital regulation be risk sensitive?, Journal of Financial Intermediation, Elsevier (2021) Downloads View citations (3) (2021)

2017

  1. Asset encumbrance, bank funding and fragility
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (3)
    Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads
    Staff Working Papers, Bank of Canada (2016) Downloads View citations (3)
    Discussion Papers, Deutsche Bundesbank (2016) Downloads View citations (3)

    See also Journal Article Asset Encumbrance, Bank Funding, and Fragility, The Review of Financial Studies, Society for Financial Studies (2019) Downloads View citations (13) (2019)

2016

  1. Asset Encumbrance, Bank Funding, and Financial Fragility
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads View citations (4)

2015

  1. Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework
    Discussion Papers, Bank of Canada Downloads View citations (3)
  2. Shock Transmission Through International Banks: Canada
    Technical Reports, Bank of Canada Downloads View citations (4)

2014

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

2012

  1. Covered bonds, core markets, and financial stability
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
  2. Efficiency and Bargaining Power in the Interbank Loan Market
    Staff Working Papers, Bank of Canada Downloads 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) Downloads (2016)

2010

  1. Central Bank Haircut Policy
    Staff Working Papers, Bank of Canada Downloads View citations (7)
    See also Journal Article Central bank haircut policy, Annals of Finance, Springer (2011) Downloads View citations (14) (2011)
  2. Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
    Staff Working Papers, Bank of Canada Downloads View citations (6)

2008

  1. A Model of Tiered Settlement Networks
    Staff Working Papers, Bank of Canada Downloads View citations (8)
    See also Journal Article A Model of Tiered Settlement Networks, Journal of Money, Credit and Banking, Blackwell Publishing (2013) Downloads View citations (3) (2013)
  2. Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry
    Discussion Papers, Bank of Canada Downloads View citations (1)
  3. Policy Coordination in an International Payment System
    Staff Working Papers, Bank of Canada Downloads View citations (3)
  4. Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
    Staff Working Papers, Bank of Canada Downloads View citations (6)
  5. 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 Downloads View citations (4)

2007

  1. Rediscounting Under Aggregate Risk with Moral Hazard
    Staff Working Papers, Bank of Canada Downloads View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2007) Downloads View citations (12)

    See also Journal Article Rediscounting under Aggregate Risk with Moral Hazard, Journal of Money, Credit and Banking, Blackwell Publishing (2013) Downloads View citations (14) (2013)

Journal Articles

2021

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

2019

  1. Asset Encumbrance, Bank Funding, and Fragility
    The Review of Financial Studies, 2019, 32, (6), 2422-2455 Downloads View citations (13)
    See also Working Paper Asset encumbrance, bank funding and fragility, ESRB Working Paper Series (2017) Downloads View citations (3) (2017)

2016

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

2015

  1. International Banking and Liquidity Risk Transmission: Evidence from Canada
    IMF Economic Review, 2015, 63, (3), 455-478 Downloads View citations (2)

2013

  1. A Model of Tiered Settlement Networks
    Journal of Money, Credit and Banking, 2013, 45, (2‐3), 327-347 Downloads View citations (3)
    Also in Journal of Money, Credit and Banking, 2013, 45, (2-3), 327-347 (2013) Downloads View citations (7)

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

    See also Working Paper Rediscounting Under Aggregate Risk with Moral Hazard, Staff Working Papers (2007) Downloads View citations (7) (2007)

2012

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

2011

  1. Central bank haircut policy
    Annals of Finance, 2011, 7, (3), 319-348 Downloads View citations (14)
    See also Working Paper Central Bank Haircut Policy, Staff Working Papers (2010) Downloads View citations (7) (2010)
  2. Liquidity Provision and Collateral Haircuts in Payments Systems
    Bank of Canada Review, 2011, 2011, (Autumn), 13-20 Downloads View citations (1)
  3. Payment Networks: A Review of Recent Research
    Bank of Canada Review, 2011, 2010-2011, (Winter), 21-27 Downloads View citations (4)

2010

  1. Which bank is the "central" bank?
    Journal of Monetary Economics, 2010, 57, (3), 352-363 Downloads View citations (31)

2007

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