Details about Iman van Lelyveld

Access statistics for papers by Iman van Lelyveld.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ple79

Working Papers

2024

1. Exclusive Portfolio Dealing and Market Inefficiency
   Working Papers, DNB
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2024)
2. Safe Asset Scarcity and Re-use in the European Repo Market
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2023) View citations (2)
   Working Papers, DNB (2023) View citations (2)

2021

3. The ‘new normal’ during normal times – liquidity regulation and conventional monetary policy
   Working Papers, DNB View citations (2)

2020

4. Crowded trades, market clustering, and price instability
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   Also in Papers, arXiv.org (2020) View citations (2)
   Working Papers, DNB (2020) View citations (2)
5. How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
6. How banks respond to distress: Shifting risks in Europe's banking union
   Working Papers, DNB View citations (3)

2019

7. Do information contagion and business model similarities explain bank credit risk commonalities?
   ESRB Working Paper Series, European Systemic Risk Board View citations (2)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (3)

2017

8. Contingent Convertibles: Can the Market Handle them?
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (9)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (9)
9. Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
   Papers, arXiv.org View citations (16)
10. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board View citations (24)
    See also Journal Article The missing links: A global study on uncovering financial network structures from partial data, Journal of Financial Stability, Elsevier (2018) View citations (41) (2018)

2016

11. A dynamic network model of the unsecured interbank lending market
    Working Papers, Federal Reserve Bank of Boston View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2015) View citations (28)
    See also Journal Article A dynamic network model of the unsecured interbank lending market, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (19) (2018)
12. Dynamic visualization of large financial networks
    Post-Print, HAL View citations (2)

2013

13. Early-warning signals of topological collapse in interbank networks
    Papers, arXiv.org View citations (65)

2009

14. Internal Capital Markets and Lending by Multinational Bank Subsidiaries
    MPRA Paper, University Library of Munich, Germany View citations (20)
    See also Journal Article Internal capital markets and lending by multinational bank subsidiaries, Journal of Financial Intermediation, Elsevier (2010) View citations (335) (2010)

2008

15. Do financial conglomerates create or destroy value? Evidence for the EU
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
    See also Journal Article Do financial conglomerates create or destroy value? Evidence for the EU, Journal of Banking & Finance, Elsevier (2009) View citations (46) (2009)
16. Stress Testing Linkages between Banks in the Netherlands
    MPRA Paper, University Library of Munich, Germany View citations (1)

2006

17. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
    MPRA Paper, University Library of Munich, Germany View citations (140)
    See also Journal Article Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis, International Journal of Central Banking, International Journal of Central Banking (2006) View citations (139) (2006)

2005

18. Interbank Contagion in the Dutch Banking Sector
    MPRA Paper, University Library of Munich, Germany View citations (16)

2003

19. Buitenlandse banken in Midden- en Oost-Europa. Aanwinst of risicofactor?
    International Finance, University Library of Munich, Germany
20. Foreign Banks and Credit Stability in Central and Eastern Europe: friends or foes? A panel data analysis
    International Finance, University Library of Munich, Germany View citations (10)
21. Risk in Financial Conglomerates: Management and Supervision
    Finance, University Library of Munich, Germany View citations (6)

2002

22. Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe
    International Finance, University Library of Munich, Germany View citations (12)
    See also Journal Article Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe, Journal of Emerging Market Finance, Institute for Financial Management and Research (2004) View citations (42) (2004)

Journal Articles

2020

1. Financial Stability: New, Detailed Datasets Allow for Innovation of Stress Tests
   DIW Weekly Report, 2020, 10, (3), 17-25 View citations (1)
2. Finanzstabilität: Neue, detaillierte Datensätze erlauben Weiterentwicklung von Stresstests
   DIW Wochenbericht, 2020, 87, (3), 19-27

2018

3. A dynamic network model of the unsecured interbank lending market
   Journal of Economic Dynamics and Control, 2018, 90, (C), 310-342 View citations (19)
   See also Working Paper A dynamic network model of the unsecured interbank lending market, Working Papers (2016) View citations (3) (2016)
4. The missing links: A global study on uncovering financial network structures from partial data
   Journal of Financial Stability, 2018, 35, (C), 107-119 View citations (41)
   See also Working Paper The missing links: A global study on uncovering financial network structures from partial data, ESRB Working Paper Series (2017) View citations (24) (2017)

2015

5. Banks’ Liquidity Buffers and the Role of Liquidity Regulation
   Journal of Financial Services Research, 2015, 48, (3), 215-234 View citations (15)

2014

6. Finding the core: Network structure in interbank markets
   Journal of Banking & Finance, 2014, 49, (C), 27-40 View citations (116)
7. Geographic diversification in banking
   Journal of Financial Stability, 2014, 15, (C), 172-181 View citations (24)
8. Home bias and Dutch pension funds' investment behavior
   The European Journal of Finance, 2014, 20, (11), 978-993 View citations (1)
9. Multinational Banks and the Global Financial Crisis: Weathering the Perfect Storm?
   Journal of Money, Credit and Banking, 2014, 46, (s1), 333-364 View citations (226)

2011

10. An empirical assessment of reinsurance risk
    Journal of Financial Stability, 2011, 7, (4), 191-203 View citations (18)

2010

11. Internal capital markets and lending by multinational bank subsidiaries
    Journal of Financial Intermediation, 2010, 19, (1), 1-25 View citations (335)
    See also Working Paper Internal Capital Markets and Lending by Multinational Bank Subsidiaries, MPRA Paper (2009) View citations (20) (2009)

2009

12. Do financial conglomerates create or destroy value? Evidence for the EU
    Journal of Banking & Finance, 2009, 33, (12), 2312-2321 View citations (46)
    See also Working Paper Do financial conglomerates create or destroy value? Evidence for the EU, Research Report (2008) View citations (1) (2008)

2006

13. Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis
    Journal of Banking & Finance, 2006, 30, (7), 1927-1952 View citations (292)
14. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
    International Journal of Central Banking, 2006, 2, (2) View citations (139)
    See also Working Paper Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis, MPRA Paper (2006) View citations (140) (2006)

2004

15. Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe
    Journal of Emerging Market Finance, 2004, 3, (2), 125-151 View citations (42)
    See also Working Paper Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe, International Finance (2002) View citations (12) (2002)

1999

16. Inflation or unemployment? Who cares?
    European Journal of Political Economy, 1999, 15, (3), 463-484 View citations (21)

Chapters

2021

1. Granular data offer new opportunities for stress testing
   A chapter in Micro data for the macro world, 2021, vol. 53

2019

2. Data science at the Netherlands Bank
   A chapter in The use of big data analytics and artificial intelligence in central banking, 2019, vol. 50

2017

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

2005

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

2003

5. Economic versus regulatory capital for financial conglomerates
   Chapter 11 in Banking Supervision at the Crossroads, 2003 View citations (1)