Maarten R.C. van Oordt

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

  • Government of Canada - Bank of Canada

SCHOLARLY PAPERS

15

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2,941

SSRN CITATIONS
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in Total Papers Citations

83

CROSSREF CITATIONS

30

Scholarly Papers (15)

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1.

On the Value of Virtual Currencies

Downloads 810 ( 34,397)
Citation 26

On the Value of Virtual Currencies

Bank of Canada Working Paper No. 2016-42
Number of pages: 40 Posted: 22 Apr 2016 Last Revised: 01 Sep 2016
Wilko Bolt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and Government of Canada - Bank of Canada
Downloads 559 (55,599)
Citation 11

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Virtual currencies, exchange rates, payment systems, speculation, bitcoin, blockchain, cryptocurrencies

On the Value of Virtual Currencies

De Nederlandsche Bank Working Paper No. 521
Number of pages: 41 Posted: 24 Sep 2016
Wilko Bolt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and Government of Canada - Bank of Canada
Downloads 251 (140,245)
Citation 18

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virtual currencies, exchange rates, payment systems, speculation, bitcoin

2.

Systematic Tail Risk

De Nederlandsche Bank Working Paper No. 400
Number of pages: 46 Posted: 14 Dec 2013
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 458 (72,172)
Citation 18

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Tail beta, systematic risk, asset pricing, Extreme Value Theory, risk management

3.

Systematic Risk Under Extremely Adverse Market Conditions

De Nederlandsche Bank Working Paper No. 281
Number of pages: 41 Posted: 07 Mar 2011 Last Revised: 06 Jan 2012
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 253 (139,689)
Citation 8

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Tail Regression Beta, Downside Risk, Extreme Value Theory, Tail Dependence, Risk Management

4.

Systemic Risk and Bank Business Models

De Nederlandsche Bank Working Paper No. 442
Number of pages: 41 Posted: 14 Oct 2014 Last Revised: 11 Nov 2014
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 182 (190,423)
Citation 11

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financial institutions, financial stability, tail risk, macroprudential regulation, non-interest income

5.

Entrepreneurial Incentives and the Role of Initial Coin Offerings

Number of pages: 47 Posted: 05 Mar 2019 Last Revised: 10 May 2019
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 173 (198,957)
Citation 6

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asset pricing, e-money, initial coin offering, crypto, exchange rates

6.

Securitization and the Dark Side of Diversification

De Nederlandsche Bank Working Paper No. 341
Number of pages: 36 Posted: 28 Mar 2012
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 138 (240,128)
Citation 6

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Securitization, Diversification, Systemic risk, Risk management, Tranching

7.

Bank Profitability During Recessions

De Nederlandsche Bank Working Paper No. 251
Number of pages: 42 Posted: 24 Oct 2011
Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten R.C. van Oordt and Job Swank
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank, De Nederlandsche Bank - Research Department, Government of Canada - Bank of Canada and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 138 (240,128)
Citation 12

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Bank profitability, Business cycle

8.

Credit Risk Transfer and Bank Insolvency Risk

Number of pages: 47 Posted: 02 Oct 2017 Last Revised: 21 Dec 2017
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 136 (242,880)

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Credit Risk Transfer, Default Risk, Financial Stability, Portfolio Insurance, Risk Retention, Risk Management

9.

Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies

Number of pages: 45 Posted: 13 May 2020 Last Revised: 07 Jul 2020
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 130 (251,602)
Citation 7

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Cryptocurrency, Block-chain, Mining, Valuation, Industrial Organization, Bitcoin

10.

Privacy as a Public Good: A Case for Electronic Cash

Staff Working Paper/Document de travail du personnel 2019-24
Number of pages: 42 Posted: 29 Jun 2019 Last Revised: 29 Jul 2019
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 130 (251,602)
Citation 4

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Money, privacy, social costs, overlapping generations model

11.

The Simple Econometrics of Tail Dependence

De Nederlandsche Bank Working Paper No. 296
Number of pages: 19 Posted: 31 Oct 2011
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 127 (255,984)
Citation 1

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Tail dependence, Regression analysis, Extreme Value Theory, Systemic risk

12.

Systemic Risk of European Banks: Regulators and Markets

De Nederlandsche Bank Working Paper No. 478
Number of pages: 26 Posted: 23 Jul 2015
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 89 (326,761)
Citation 1

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G-SIBs, financial stability, macroprudential regulation, systemic importance

13.

On Agricultural Commodities' Extreme Price Risk

De Nederlandsche Bank Working Paper No. 403
Number of pages: 33 Posted: 03 Dec 2013
Maarten R.C. van Oordt, Philip A. Stork and Casper G. de Vries
Government of Canada - Bank of Canada, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 86 (333,799)

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agricultural commodities, extreme value theory, heavy tails, risk management

14.

Timing of Banks' Loan Loss Provisioning During the Crisis

De Nederlandsche Bank Working Paper No. 513
Number of pages: 34 Posted: 07 Jun 2016
Leo de Haan and Maarten R.C. van Oordt
De Nederlandsche Bank and Government of Canada - Bank of Canada
Downloads 53 (431,451)

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Loan loss provisioning, Impairments, Financial institutions, Supervision, Crisis

15.

Calibrating the Magnitude of the Countercyclical Capital Buffer using Market-based Stress Tests

Journal of Money, Credit and Banking (forthcoming)
Number of pages: 52 Posted: 16 Jun 2018 Last Revised: 29 Sep 2020
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 38 (492,683)

Abstract:

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Financial stability, capital requirements, CCyB, stress test, marginal expected shortfall, exposure CoVaR