Victoria Vanasco

CREi

Researcher

RAMON TRIAS FARGAS 25-27

Barcelona, 08005

Spain

http://https://sites.google.com/site/vicovanasco

Barcelona GSE

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

CEPR

London

United Kingdom

European Corporate Governance Institute (ECGI)

c/o the Royal Academies of Belgium

Rue Ducale 1 Hertogsstraat

1000 Brussels

Belgium

SCHOLARLY PAPERS

12

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2,587

TOTAL CITATIONS
Rank 10,677

SSRN RANKINGS

Top 10,677

in Total Papers Citations

111

Scholarly Papers (12)

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1.

Securitization, Ratings, and Credit Supply

Journal of Finance, Forthcoming, Stanford University Graduate School of Business Research Paper No. 17-26
Number of pages: 64 Posted: 20 Mar 2017 Last Revised: 11 Jul 2019
Brendan Daley, Brett Green and Victoria Vanasco
Johns Hopkins University, Washington University in St. Louis - John M. Olin Business School and CREi
Downloads 633 (91,550)
Citation 21

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Loan Origination, Securitization, Credit Supply, Ratings

2.

Designing Securities for Scrutiny

Number of pages: 62 Posted: 27 Mar 2017 Last Revised: 20 Jul 2022
Brendan Daley, Brett Green and Victoria Vanasco
Johns Hopkins University, Washington University in St. Louis - John M. Olin Business School and CREi
Downloads 481 (128,845)
Citation 6

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Security Design, Liquidity, Private Information, Credit Ratings, Public Disclosure

3.

Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises

Downloads 402 (157,741)
Citation 1

Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises

European Corporate Governance Institute – Finance Working Paper 713/2020
Number of pages: 74 Posted: 22 Nov 2020 Last Revised: 18 Mar 2023
José-Luis Peydró, Andrea Polo, Enrico Sette and Victoria Vanasco
Imperial College London, Luiss Guido Carli University - Department of Economics and Finance, Bank of Italy and CREi
Downloads 402 (157,485)
Citation 1

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risk shifting, financial crises, securities, bank capital, reach for yield, uncertainty, risk weights, supervision, franchise value, COVID-19.

4.

Balancing Cooperation and Competition in Retail Payment Systems: Lessons from Latin America Case Studies

Number of pages: 270 Posted: 09 Oct 2009
Mario Guadamillas, Massimo Cirasino, Constantinos Stephanou, Sergio Gorjon, Tito Cordella, Jane C. Hwang, Victoria Vanasco, Sara Castellanos, Ricardo Medina, alberto mendoza, Jose L. Negrin, Jean-Charles Rochet and Francisco Solis
World Bank, affiliation not provided to SSRN, BIS/Financial Stability Board, Banco de España, Johns Hopkins University - Bologna Center, affiliation not provided to SSRN, CREi, Banco de México, affiliation not provided to SSRN, affiliation not provided to SSRN, Banco de Mexico, University of Toulouse Capitole - Toulouse School of Economics and Bank of Mexico
Downloads 292 (225,613)

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retail payment, payment system, Brazil, Argentina, Colombia, Mexico, interchange fee, competition, payment instrument, clearing, settlement, automated clearing house, credit card, debit card, interoperability, network externalities, ATM, POS, oversight, central bank, financial regulation

5.

Learning by Lending

Journal of Financial Intermediation 37: 1-14. January 2019. https://doi.org/10.1016/j.jfi.2018.03.002
Number of pages: 39 Posted: 19 Jun 2015 Last Revised: 20 Jul 2021
Matthew J. Botsch and Victoria Vanasco
Bowdoin College and CREi
Downloads 277 (238,300)
Citation 13

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learning, banks, information acquisition, relationship lending, syndicated loans

6.

The Good, the Bad and the Complex: Product Design with Imperfect Information

Downloads 193 (338,794)
Citation 3

The Good, the Bad and the Complex: Product Design with Imperfect Information

BAFFI CAREFIN Centre Research Paper No. 2021-155
Number of pages: 56 Posted: 25 Feb 2021
Vladimir Asriyan, Dana Foarta and Victoria Vanasco
CREI, Stanford Graduate School of Business and CREi
Downloads 129 (478,974)

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complexity, information acquisition, signaling, regulation, financial products

The Good, the Bad and the Complex: Product Design with Imperfect Information

Stanford University Graduate School of Business Research Paper No. 19-6
Number of pages: 53 Posted: 12 Dec 2018 Last Revised: 06 Nov 2019
Vladimir Asriyan, Dana Foarta and Victoria Vanasco
CREI, Stanford Graduate School of Business and CREi
Downloads 64 (763,763)
Citation 3

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product design; information frictions; information transmission; signaling; complexity; regulation; financial products

7.

The Downside of Asset Screening for Market Liquidity

Journal of Finance, Volume 72, Issue 5, Pages 1937–1982
Number of pages: 56 Posted: 03 Jul 2015 Last Revised: 13 Mar 2018
Victoria Vanasco
CREi
Downloads 180 (360,967)
Citation 20

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Asset sales, securitization, screening, information acquisition, liquidity, security design, moral hazard, adverse selection

8.

Investor Experiences and Financial Market Dynamics

NBER Working Paper No. w24697
Number of pages: 80 Posted: 13 Jun 2018 Last Revised: 26 Jun 2022
Ulrike Malmendier, Demian Pouzo and Victoria Vanasco
University of California, Berkeley - Department of Economics, University of California, Berkeley - Department of Economics and CREi
Downloads 66 (738,528)
Citation 46

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9.

Sectoral Dynamics of Safe Assets in Advanced Economies

Number of pages: 42 Posted: 16 Apr 2024 Last Revised: 16 Apr 2025
Madalen Castells-Jauregui, Dmitry Kuvshinov, Björn Richter and Victoria Vanasco
European Central Bank (ECB) - Directorate General Research, Universitat Pompeu Fabra, Universitat Pompeu Fabra (UPF) and CREi
Downloads 45 (889,715)
Citation 1

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safe assets, capital flows, financial accounts, business cycles, financial stability

10.

Falling Interest Rates and Credit Misallocation: Lessons from General Equilibrium

CEPR Discussion Paper No. DP16720
Number of pages: 59 Posted: 04 Feb 2022
Vladimir Asriyan, Luc Laeven, Alberto Martin, Alejandro Van der Ghote and Victoria Vanasco
Universitat Pompeu Fabra (UPF) - Centre de Recerca en Economia Internacional (CREI), European Central Bank (ECB), Universitat Pompeu Fabra (UPF) - Centre de Recerca en Economia Internacional (CREI), European Central Bank (ECB) - Directorate General Research and CREi
Downloads 15 (1,219,553)
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asset prices, balance sheet channel, credit, Financial Frictions, Firm Heterogeneity, Low interest rates, Misallocation, monetary policy

11.

The Good, the Bad, and the Complex: Product Design with Asymmetric Information

CEPR Discussion Paper No. DP14307
Number of pages: 56 Posted: 29 Jan 2020
Vladimir Asriyan, Dana Foarta and Victoria Vanasco
CREI, Stanford Graduate School of Business and CREi
Downloads 2 (1,328,647)
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Complexity, financial products, Information Acquisition, Information Frictions, Product design, regulation, signaling

12.

Security Design in Non-Exclusive Markets with Asymmetric Information

CEPR Discussion Paper No. DP14306
Number of pages: 36 Posted: 29 Jan 2020
Vladimir Asriyan and Victoria Vanasco
CREI and CREi
Downloads 1 (1,335,522)
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Adverse Selection, Complexity, liquidity, market design, Non-exclusivity, opacity, Securitization, security design, tranching, transparency