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Details about Iman van Lelyveld

E-mail:
Homepage:http://www.dnb.nl/en/onderzoek-2/onderzoekers/overzicht-persoonlijke-paginas/dnb150113.jsp
Workplace:de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)
School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Iman van Lelyveld.

Last updated 2018-10-05. Update your information in the RePEc Author Service.

Short-id: ple79


Jump to Journal Articles Chapters

Working Papers

2018

  1. CDS market structure and risk flows: the Dutch case
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
  2. Counterparty credit risk and the effectiveness of banking regulation
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  3. Drivers of market liquidity - Regulation, monetary policy or new players?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  4. Pension fund equity performance: Patience, activity or both?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2017

  1. Contingent Convertibles: Can the Market Handle them?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (3)
  2. Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
    Papers, arXiv.org Downloads View citations (4)
  3. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (11)
    See also Journal Article in Journal of Financial Stability (2018)

2016

  1. A dynamic network model of the unsecured interbank lending market
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (21)
    DNB Working Papers, Netherlands Central Bank, Research Department (2015) Downloads View citations (15)

    See also Journal Article in Journal of Economic Dynamics and Control (2018)

2014

  1. Dynamic visualization of large transaction networks: the daily Dutch overnight money market
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)

2013

  1. Banks' Liquidity Buffers and the Role of Liquidity Regulation
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (8)
    See also Journal Article in Journal of Financial Services Research (2015)
  2. Early-warning signals of topological collapse in interbank networks
    Papers, arXiv.org Downloads View citations (24)

2012

  1. Finding the core: Network structure in interbank markets
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (17)
    See also Journal Article in Journal of Banking & Finance (2014)

2011

  1. Coordinating Bank Failure Costs and Financial Stability
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
  2. Multinational Banks and the Global Financial Crisis. Weathering the Perfect Storm?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (33)
    See also Journal Article in Journal of Money, Credit and Banking (2014)

2010

  1. Peer monitoring or contagion? Interbank market exposure and bank risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (18)

2009

  1. An Empirical assessment of reinsurance risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in Journal of Financial Stability (2011)
  2. Internal Capital Markets and Lending by Multinational Bank Subsidiaries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2006) Downloads View citations (5)

    See also Journal Article in Journal of Financial Intermediation (2010)

2008

  1. Do financial conglomerates create or destroy value? Evidence for the EU
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2008) Downloads

    See also Journal Article in Journal of Banking & Finance (2009)
  2. Stress Testing Linkages between Banks in the Netherlands
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Towards a Network Description of Interbank Payment Flows
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (13)

2006

  1. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (90)
    See also Journal Article in International Journal of Central Banking (2006)

2005

  1. Interbank Contagion in the Dutch Banking Sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2004) Downloads View citations (10)

2004

  1. New Architectures in the Regulation and Supervision of Financial Markets and Institutions: The Netherlands
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)

2003

  1. Buitenlandse banken in Midden- en Oost-Europa. Aanwinst of risicofactor?
    International Finance, University Library of Munich, Germany Downloads
  2. Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (26)
    Also in International Finance, University Library of Munich, Germany (2002) Downloads View citations (11)

    See also Journal Article in Journal of Emerging Market Finance (2004)
  3. Foreign Banks and Credit Stability in Central and Eastern Europe: A Panel Data Analysis
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (17)
    See also Journal Article in Journal of Banking & Finance (2006)
  4. Foreign Banks and Credit Stability in Central and Eastern Europe: Friends or Foes? A Panel Data Analysis
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads View citations (8)
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2003) Downloads View citations (8)
    International Finance, University Library of Munich, Germany (2003) Downloads View citations (8)
  5. Risk in Financial Conglomerates: Management and Supervision
    Finance, University Library of Munich, Germany Downloads View citations (5)
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2002) Downloads View citations (3)

2002

  1. Economic versus Regulatory Capital for Financial Conglomerates
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (9)
    See also Chapter (2003)
  2. Foreign Bank Penetration and Bank Credit Stability in Central and Eastern Europe
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (5)

2001

  1. Technology and the (Re)Location of Financial Activity a European Perspective
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (2)

Journal Articles

2018

  1. A dynamic network model of the unsecured interbank lending market
    Journal of Economic Dynamics and Control, 2018, 90, (C), 310-342 Downloads
    See also Working Paper (2016)
  2. The missing links: A global study on uncovering financial network structures from partial data
    Journal of Financial Stability, 2018, 35, (C), 107-119 Downloads View citations (3)
    See also Working Paper (2017)

2015

  1. Banks’ Liquidity Buffers and the Role of Liquidity Regulation
    Journal of Financial Services Research, 2015, 48, (3), 215-234 Downloads View citations (6)
    See also Working Paper (2013)

2014

  1. Finding the core: Network structure in interbank markets
    Journal of Banking & Finance, 2014, 49, (C), 27-40 Downloads View citations (47)
    See also Working Paper (2012)
  2. Geographic diversification in banking
    Journal of Financial Stability, 2014, 15, (C), 172-181 Downloads View citations (7)
  3. Home bias and Dutch pension funds' investment behavior
    The European Journal of Finance, 2014, 20, (11), 978-993 Downloads
  4. Multinational Banks and the Global Financial Crisis: Weathering the Perfect Storm?
    Journal of Money, Credit and Banking, 2014, 46, (s1), 333-364 Downloads View citations (96)
    See also Working Paper (2011)

2011

  1. An empirical assessment of reinsurance risk
    Journal of Financial Stability, 2011, 7, (4), 191-203 Downloads View citations (8)
    See also Working Paper (2009)

2010

  1. Internal capital markets and lending by multinational bank subsidiaries
    Journal of Financial Intermediation, 2010, 19, (1), 1-25 Downloads View citations (193)
    See also Working Paper (2009)

2009

  1. Do financial conglomerates create or destroy value? Evidence for the EU
    Journal of Banking & Finance, 2009, 33, (12), 2312-2321 Downloads View citations (29)
    See also Working Paper (2008)

2006

  1. Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis
    Journal of Banking & Finance, 2006, 30, (7), 1927-1952 Downloads View citations (198)
    See also Working Paper (2003)
  2. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
    International Journal of Central Banking, 2006, 2, (2) Downloads View citations (102)
    See also Working Paper (2006)

2004

  1. Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe
    Journal of Emerging Market Finance, 2004, 3, (2), 125-151 Downloads View citations (26)
    See also Working Paper (2003)

1999

  1. Inflation or unemployment? Who cares?
    European Journal of Political Economy, 1999, 15, (3), 463-484 Downloads View citations (17)

Chapters

2017

  1. The use of derivatives trade repository data: possibilities and challenges
    A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46 Downloads

2005

  1. The Netherlands
    Chapter 13 in Handbook of Central Banking and Financial Authorities in Europe, 2005 Downloads

2003

  1. Economic versus regulatory capital for financial conglomerates
    Chapter 11 in Banking Supervision at the Crossroads, 2003 Downloads
    See also Working Paper (2002)
 
Page updated 2018-12-14