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Details about Maarten R.C. van Oordt

E-mail:
Homepage:http://www.bankofcanada.ca/profile/maarten-van-oordt/
Postal address:234 Laurier Ave West, Ottawa, ON K1A 0G9, Canada
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Maarten R.C. van Oordt.

Last updated 2019-12-02. Update your information in the RePEc Author Service.

Short-id: poo20


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Working Papers

2019

  1. Entrepreneurial Incentives and the Role of Initial Coin Offerings
    Staff Working Papers, Bank of Canada Downloads
  2. Systemic Privacy as a Public Good: A Case for Electronic Cash
    Staff Working Papers, Bank of Canada Downloads

2018

  1. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
    Staff Working Papers, Bank of Canada Downloads
  2. Modelling the Macrofinancial Effects of a House Price Correction in Canada
    Staff Analytical Notes, Bank of Canada Downloads

2017

  1. Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators
    Staff Analytical Notes, Bank of Canada Downloads
  2. Credit Risk Transfer and Bank Insolvency Risk
    Staff Working Papers, Bank of Canada Downloads View citations (1)

2016

  1. Estimating Systematic Risk Under Extremely Adverse Market Conditions
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article in Journal of Financial Econometrics (2019)
  2. Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
    Staff Analytical Notes, Bank of Canada Downloads View citations (1)
  3. On the Value of Virtual Currencies
    Staff Working Papers, Bank of Canada Downloads View citations (7)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2016) Downloads View citations (15)
  4. Timing of Banks’ Loan Loss Provisioning During the Crisis
    Staff Working Papers, Bank of Canada Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2016) Downloads

    See also Journal Article in Journal of Banking & Finance (2018)

2015

  1. Systemic risk of European banks: Regulators and markets
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)

2014

  1. Systemic risk and bank business models
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2019)

2013

  1. On agricultural commodities' extreme price risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)
  2. Systematic tail risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2016)

2012

  1. Securitization and the dark side of diversification
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in Journal of Financial Intermediation (2014)

2011

  1. Systematic risk under extremely adverse market condition
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (6)
  2. The simple econometrics of tail dependence
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Economics Letters (2012)

2010

  1. Bank Profitability during Recessions
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (9)
    See also Journal Article in Journal of Banking & Finance (2012)

Journal Articles

2019

  1. Estimating Systematic Risk under Extremely Adverse Market Conditions
    Journal of Financial Econometrics, 2019, 17, (3), 432-461 Downloads
    See also Working Paper (2016)
  2. Systemic risk and bank business models
    Journal of Applied Econometrics, 2019, 34, (3), 365-384 Downloads View citations (3)
    See also Working Paper (2014)

2018

  1. Timing of banks’ loan loss provisioning during the crisis
    Journal of Banking & Finance, 2018, 87, (C), 293-303 Downloads
    See also Working Paper (2016)

2016

  1. Systematic Tail Risk
    Journal of Financial and Quantitative Analysis, 2016, 51, (2), 685-705 Downloads View citations (5)
    See also Working Paper (2013)

2014

  1. Securitization and the dark side of diversification
    Journal of Financial Intermediation, 2014, 23, (2), 214-231 Downloads View citations (3)
    See also Working Paper (2012)

2012

  1. Bank profitability during recessions
    Journal of Banking & Finance, 2012, 36, (9), 2552-2564 Downloads View citations (46)
    See also Working Paper (2010)
  2. The simple econometrics of tail dependence
    Economics Letters, 2012, 116, (3), 371-373 Downloads View citations (6)
    See also Working Paper (2011)
 
Page updated 2019-12-04